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Lowe's Companies Inc LOW 229.38 16.0 7.5%

Previous-day view · Wed Nov 4 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 04, 2026 close · $229.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$3.17 $226.33 – $232.66 $225.68 – $233.30 $222.70 – $236.29
2 sessions ±1.9% ±$4.41 $225.09 – $233.90 $224.15 – $234.84 $219.99 – $238.99
3 sessions ±2.4% ±$5.56 $223.94 – $235.05 $222.86 – $236.13 $217.67 – $241.31
1 week ±3.1% ±$7.05 $222.45 – $236.54 $220.86 – $238.12 $214.46 – $244.52
2 weeks Earnings ±6.7% ±$15.29 $214.21 – $244.78 $210.61 – $248.38 $197.25 – $261.74
3 weeks Earnings ±7.4% ±$16.96 $212.53 – $246.45 $208.49 – $250.49 $193.83 – $265.16
1 month Earnings ±8.2% ±$18.73 $210.77 – $248.22 $206.25 – $252.74 $190.11 – $268.87
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LOW reports in 10 sessions; only the horizons marked Earnings include its jump. 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
±4.19%
Average actual move
2.48%
Beyond the implied move
2 / 7
Median IV change
-20.32%
Reaction session Implied Actual Used ATM IV before → after
August 19, 2026 ±4.29% +2.02% 0.47× 36.6% → 29.9%
May 20, 2026 ±4.72% +1.23% 0.26× 40.3% → 31.4%
February 25, 2026 ±4.76% -5.59% 1.18× —
August 20, 2025 ±3.68% +0.30% 0.08× 28.1% → 21.4%
May 21, 2025 ±3.89% -1.68% 0.43× 31.8% → 24.6%
February 26, 2025 ±4.29% +1.93% 0.45× 33.7% → 27.5%
November 19, 2024 ±3.72% -4.60% 1.24× 30.4% → 25.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →