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Landstar System Inc LSTR 143.34 -2.3 -1.58%

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 · $143.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$2.21 $141.17 – $145.59 $140.73 – $146.03 $138.65 – $148.11
2 sessions ±2.1% ±$3.07 $140.31 – $146.45 $139.65 – $147.11 $136.76 – $150.00
3 sessions ±2.7% ±$3.87 $139.51 – $147.25 $138.76 – $148.00 $135.15 – $151.61
1 week ±3.4% ±$4.92 $138.46 – $148.30 $137.37 – $149.39 $132.91 – $153.85
2 weeks ±4.8% ±$6.90 $136.48 – $150.28 $134.85 – $151.91 $128.67 – $158.09
3 weeks ±6.0% ±$8.55 $134.83 – $151.93 $132.76 – $154.00 $125.33 – $161.43
1 month ±7.1% ±$10.18 $133.20 – $153.56 $130.68 – $156.08 $121.80 – $164.96
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
±4.50%
Average actual move
2.50%
Beyond the implied move
0 / 1
Median IV change
+7.52%
Reaction session Implied Actual Used ATM IV before → after
May 13, 2025 ±4.50% -2.50% 0.56× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →