L3Harris Technologies LHX 259.74 -17.93 -6.46%
Expected move
November 04, 2026 close · $259.30| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.3% ±$3.25 | $256.05 – $262.54 | $255.38 – $263.21 | $252.32 – $266.27 |
| 2 sessions | ±1.7% ±$4.51 | $254.78 – $263.81 | $253.82 – $264.77 | $249.55 – $269.04 |
| 3 sessions | ±2.2% ±$5.70 | $253.59 – $265.00 | $252.50 – $266.09 | $247.16 – $271.43 |
| 1 week | ±2.8% ±$7.23 | $252.06 – $266.53 | $250.45 – $268.14 | $243.87 – $274.72 |
| 2 weeks | ±3.9% ±$10.16 | $249.13 – $269.46 | $246.72 – $271.87 | $237.62 – $280.97 |
| 3 weeks | ±5.0% ±$12.83 | $246.46 – $272.13 | $243.35 – $275.24 | $232.17 – $286.42 |
| 1 month | ±6.0% ±$15.58 | $243.71 – $274.88 | $239.85 – $278.74 | $226.26 – $292.33 |
Earnings: priced against what happened
Average implied move
±4.06%
Average actual move
4.23%
Beyond the implied move
2 / 4
Median IV change
-23.73%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±4.24% | +6.84% | 1.61× | — |
| July 30, 2026 | ±4.15% | -8.61% | 2.08× | — |
| April 30, 2026 | ±3.86% | -0.26% | 0.07× | 37.7% → 28.9% |
| January 29, 2026 | ±4.00% | -1.19% | 0.30× | — |