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Leidos Holdings LDOS 135.81 0.13 0.1%

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 · $134.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.43 $132.41 – $137.27 $131.91 – $137.77 $129.62 – $140.06
2 sessions ±2.5% ±$3.38 $131.46 – $138.22 $130.74 – $138.94 $127.55 – $142.13
3 sessions ±3.2% ±$4.26 $130.58 – $139.10 $129.76 – $139.92 $125.78 – $143.90
1 week ±4.0% ±$5.41 $129.43 – $140.25 $128.22 – $141.46 $123.31 – $146.37
2 weeks ±5.6% ±$7.59 $127.25 – $142.43 $125.44 – $144.24 $118.63 – $151.05
3 weeks ±6.8% ±$9.21 $125.63 – $144.05 $123.38 – $146.30 $115.37 – $154.31
1 month ±8.0% ±$10.79 $124.05 – $145.63 $121.37 – $148.31 $111.96 – $157.72
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
±7.28%
Average actual move
5.87%
Beyond the implied move
2 / 4
Median IV change
-21.59%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±7.02% -7.81% 1.11× —
August 05, 2025 ±7.02% +7.45% 1.06× —
May 06, 2025 ±7.06% +4.60% 0.65× —
February 11, 2025 ±8.02% -3.62% 0.45× 56.8% → 41.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →