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Lear Corporation LEA 110.28 -3.82 -3.35%

Previous-day view · Fri Nov 6 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 06, 2026 close · $110.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$1.61 $108.45 – $111.67 $108.13 – $111.99 $106.63 – $113.49
2 sessions ±2.0% ±$2.22 $107.84 – $112.28 $107.36 – $112.76 $105.25 – $114.87
3 sessions ±2.5% ±$2.81 $107.25 – $112.87 $106.71 – $113.41 $104.08 – $116.04
1 week ±3.2% ±$3.57 $106.49 – $113.63 $105.70 – $114.42 $102.47 – $117.65
2 weeks ±4.5% ±$5.01 $105.05 – $115.07 $103.87 – $116.25 $99.38 – $120.74
3 weeks ±5.6% ±$6.20 $103.86 – $116.26 $102.36 – $117.76 $96.96 – $123.16
1 month ±6.7% ±$7.39 $102.67 – $117.45 $100.85 – $119.27 $94.41 – $125.71
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
±6.70%
Average actual move
2.48%
Beyond the implied move
0 / 1
Median IV change
-17.47%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2025 ±6.70% -2.48% 0.37× 47.0% → 37.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →