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Loar Holdings Inc LOAR 75.3 2.31 3.16%

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 · $75.30
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$1.61 $73.69 – $76.91 $73.36 – $77.24 $71.84 – $78.76
2 sessions ±3.0% ±$2.24 $73.06 – $77.54 $72.58 – $78.02 $70.46 – $80.14
3 sessions ±3.8% ±$2.83 $72.47 – $78.13 $71.93 – $78.67 $69.28 – $81.32
1 week ±4.8% ±$3.59 $71.71 – $78.89 $70.90 – $79.70 $67.64 – $82.96
2 weeks ±6.7% ±$5.05 $70.25 – $80.35 $69.06 – $81.54 $64.54 – $86.06
3 weeks ±8.3% ±$6.25 $69.05 – $81.55 $67.54 – $83.06 $62.10 – $88.50
1 month ±9.9% ±$7.44 $67.86 – $82.74 $66.02 – $84.58 $59.52 – $91.08
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
±8.49%
Average actual move
3.80%
Beyond the implied move
0 / 3
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±10.07% -2.80% 0.28× —
August 13, 2025 ±8.46% -2.21% 0.26× —
May 13, 2025 ±6.94% -6.38% 0.92× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →