Closed
⌘K
Sign in Sign up

Enpro Inc NPO 258.3 1.04 0.4%

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 · $258.30
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$5.45 $252.85 – $263.75 $251.77 – $264.83 $246.62 – $269.98
2 sessions ±2.9% ±$7.57 $250.73 – $265.87 $249.13 – $267.47 $241.98 – $274.62
3 sessions ±3.7% ±$9.53 $248.77 – $267.83 $246.93 – $269.67 $238.00 – $278.60
1 week ±4.7% ±$12.11 $246.19 – $270.41 $243.47 – $273.13 $232.50 – $284.10
2 weeks ±6.6% ±$17.00 $241.30 – $275.30 $237.27 – $279.33 $222.03 – $294.57
3 weeks ±7.8% ±$20.15 $238.15 – $278.45 $233.24 – $283.36 $215.73 – $300.87
1 month ±9.0% ±$23.35 $234.95 – $281.65 $229.14 – $287.46 $208.78 – $307.82
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
±8.15%
Average actual move
4.33%
Beyond the implied move
0 / 5
Median IV change
-19.84%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.38% +3.66% 0.44× 60.3% → 48.4%
February 18, 2026 ±7.80% +0.70% 0.09× —
August 05, 2025 ±8.24% +4.28% 0.52× —
May 06, 2025 ±10.01% +6.86% 0.68× —
February 19, 2025 ±6.32% +6.17% 0.98× 38.0% → 29.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →