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Louisiana-Pacific Corp LPX 78.82 5.03 6.82%

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 · $78.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$1.47 $77.35 – $80.29 $77.05 – $80.59 $75.65 – $81.99
2 sessions ±2.6% ±$2.05 $76.77 – $80.87 $76.33 – $81.31 $74.39 – $83.25
3 sessions ±3.3% ±$2.59 $76.23 – $81.41 $75.74 – $81.90 $73.32 – $84.32
1 week ±4.2% ±$3.29 $75.53 – $82.11 $74.80 – $82.84 $71.82 – $85.82
2 weeks ±5.8% ±$4.61 $74.21 – $83.43 $73.11 – $84.53 $68.98 – $88.66
3 weeks ±7.1% ±$5.59 $73.23 – $84.41 $71.87 – $85.77 $67.00 – $90.64
1 month ±8.2% ±$6.49 $72.33 – $85.31 $70.71 – $86.93 $65.05 – $92.59
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
±8.56%
Average actual move
4.79%
Beyond the implied move
1 / 4
Median IV change
-39.34%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.28% +3.93% 0.42× —
August 06, 2025 ±7.63% -1.81% 0.24× 57.9% → 35.1%
May 06, 2025 ±10.17% +3.29% 0.32× 70.8% → 37.1%
February 19, 2025 ±7.17% -10.13% 1.41× 43.3% → 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 →