LBRT Moves

Liberty Energy Inc LBRT 11.35 -1.8 -13.69%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $11.35

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.5% ±$0.40	$10.95 – $11.75	$10.87 – $11.83	$10.49 – $12.21
2 sessions	±4.9% ±$0.56	$10.79 – $11.91	$10.67 – $12.03	$10.15 – $12.55
3 sessions	±6.2% ±$0.70	$10.65 – $12.05	$10.51 – $12.19	$9.86 – $12.84
1 week	±7.9% ±$0.89	$10.46 – $12.24	$10.26 – $12.44	$9.45 – $13.25
2 weeks	±11.0% ±$1.25	$10.10 – $12.60	$9.80 – $12.90	$8.68 – $14.02
3 weeks	±13.2% ±$1.50	$9.85 – $12.85	$9.48 – $13.22	$8.18 – $14.52
1 month	±15.3% ±$1.74	$9.61 – $13.09	$9.18 – $13.52	$7.66 – $15.04

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±8.09%

Average actual move

5.69%

Beyond the implied move

0 / 1

Median IV change

-20.56%

Reaction session	Implied	Actual	Used	ATM IV before → after
April 17, 2025	±8.09%	+5.69%	0.70×	77.3% → 66.3%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →