Open
⌘K
Sign in Sign up

Las Vegas Sands Corp LVS 40.74 2.48 6.48%

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 · $40.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.66 $39.97 – $41.28 $39.84 – $41.41 $39.22 – $42.03
2 sessions ±2.2% ±$0.91 $39.72 – $41.53 $39.52 – $41.73 $38.66 – $42.59
3 sessions ±2.8% ±$1.15 $39.48 – $41.77 $39.26 – $41.99 $38.19 – $43.06
1 week ±3.6% ±$1.45 $39.17 – $42.08 $38.85 – $42.40 $37.53 – $43.72
2 weeks ±5.0% ±$2.03 $38.59 – $42.66 $38.11 – $43.14 $36.29 – $44.96
3 weeks ±6.0% ±$2.42 $38.20 – $43.05 $37.61 – $43.64 $35.51 – $45.74
1 month ±7.2% ±$2.91 $37.71 – $43.54 $36.99 – $44.26 $34.45 – $46.80
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
±6.12%
Average actual move
6.97%
Beyond the implied move
3 / 7
Median IV change
-20.16%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±5.84% -2.61% 0.45× 46.7% → 37.0%
July 23, 2026 ±7.33% +1.72% 0.24× —
April 23, 2026 ±6.78% -8.62% 1.27× —
January 29, 2026 ±5.79% -13.96% 2.41× —
July 24, 2025 ±5.09% +4.31% 0.85× 43.4% → 34.6%
April 24, 2025 ±6.54% +6.49% 0.99× 58.8% → 48.8%
January 30, 2025 ±5.50% +11.08% 2.01× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →