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Lightpath Technologies Inc LPTH 7.52 -0.47 -5.88%

Previous-day view · Wed Nov 11 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 11, 2026 close · $7.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.9% ±$0.29 $7.23 – $7.81 $7.17 – $7.87 $6.89 – $8.15
2 sessions ±5.4% ±$0.41 $7.11 – $7.93 $7.03 – $8.01 $6.64 – $8.40
3 sessions ±6.8% ±$0.51 $7.01 – $8.03 $6.91 – $8.13 $6.43 – $8.61
1 week ±8.7% ±$0.65 $6.87 – $8.17 $6.73 – $8.31 $6.13 – $8.91
2 weeks ±12.1% ±$0.91 $6.61 – $8.43 $6.39 – $8.65 $5.57 – $9.47
3 weeks ±15.0% ±$1.13 $6.39 – $8.65 $6.12 – $8.92 $5.13 – $9.91
1 month ±17.9% ±$1.35 $6.17 – $8.87 $5.84 – $9.20 $4.67 – $10.37
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
±17.87%
Average actual move
4.64%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
September 11, 2026 ±17.05% -4.96% 0.29× —
May 08, 2026 ±18.70% -4.32% 0.23× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →