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Lam Research Corp LRCX 221.43 -9.29 -4.03%

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 · $219.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$6.97 $212.14 – $226.08 $210.76 – $227.46 $204.17 – $234.05
2 sessions ±4.4% ±$9.68 $209.42 – $228.79 $207.37 – $230.85 $198.23 – $239.99
3 sessions ±5.4% ±$11.81 $207.30 – $230.92 $205.02 – $233.20 $193.96 – $244.26
1 week ±6.7% ±$14.61 $204.49 – $233.72 $201.23 – $236.99 $187.97 – $250.24
2 weeks ±9.2% ±$20.05 $199.06 – $239.16 $194.31 – $243.91 $176.34 – $261.88
3 weeks ±10.9% ±$23.82 $195.29 – $242.93 $189.51 – $248.71 $168.80 – $269.42
1 month ±12.7% ±$27.91 $191.19 – $247.02 $184.27 – $253.95 $159.95 – $278.27
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
±7.21%
Average actual move
7.70%
Beyond the implied move
4 / 7
Median IV change
-23.85%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±7.12% -11.76% 1.65× —
July 30, 2026 ±9.59% +17.98% 1.87× —
April 23, 2026 ±7.02% -2.63% 0.37× —
January 29, 2026 ±7.95% +3.59% 0.45× —
July 31, 2025 ±5.60% -4.29% 0.77× 44.7% → 34.1%
April 24, 2025 ±6.20% +6.25% 1.01× 60.8% → 50.1%
January 30, 2025 ±7.01% +7.43% 1.06× 58.9% → 39.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →