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Quanex Building Products Corporation NX 20.7 -0.22 -1.05%

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

No chain in the last ten days can size a move for NX.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±15.13%
Average actual move
5.78%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
March 11, 2025 ±16.16% -9.21% 0.57× —
December 13, 2024 ±14.10% -2.35% 0.17× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →