Norfolk Southern Corp NSC 329.25 -14.89 -4.33%
Expected move
November 05, 2026 close · $329.25| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.1% ±$3.49 | $325.76 – $332.74 | $325.07 – $333.43 | $321.78 – $336.72 |
| 2 sessions | ±1.5% ±$4.84 | $324.41 – $334.09 | $323.36 – $335.14 | $318.78 – $339.72 |
| 3 sessions | ±1.9% ±$6.12 | $323.13 – $335.37 | $321.94 – $336.56 | $316.24 – $342.26 |
| 1 week | ±2.4% ±$7.77 | $321.48 – $337.02 | $319.73 – $338.77 | $312.69 – $345.81 |
| 2 weeks | ±3.3% ±$10.90 | $318.35 – $340.15 | $315.75 – $342.75 | $305.97 – $352.53 |
| 3 weeks | ±4.1% ±$13.47 | $315.78 – $342.72 | $312.49 – $346.01 | $300.77 – $357.73 |
| 1 month | ±4.9% ±$16.00 | $313.25 – $345.25 | $309.26 – $349.24 | $295.30 – $363.20 |
Earnings: priced against what happened
Average implied move
±3.99%
Average actual move
1.92%
Beyond the implied move
0 / 4
Median IV change
-22.58%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| January 29, 2026 | ±2.76% | +2.00% | 0.72× | — |
| July 29, 2025 | ±4.70% | -3.04% | 0.65× | — |
| April 23, 2025 | ±4.41% | +0.89% | 0.20× | 39.1% → 31.0% |
| January 29, 2025 | ±4.08% | +1.75% | 0.43× | 31.3% → 23.7% |