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Owens Corning OC 127.8 10.04 8.53%

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 · $127.31
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$2.41 $124.90 – $129.72 $124.42 – $130.20 $122.15 – $132.47
2 sessions ±2.6% ±$3.35 $123.96 – $130.66 $123.26 – $131.36 $120.10 – $134.52
3 sessions ±3.3% ±$4.21 $123.10 – $131.52 $122.29 – $132.33 $118.35 – $136.27
1 week ±4.2% ±$5.35 $121.96 – $132.66 $120.77 – $133.85 $115.92 – $138.70
2 weeks ±5.9% ±$7.51 $119.80 – $134.82 $118.03 – $136.59 $111.29 – $143.33
3 weeks ±7.3% ±$9.29 $118.02 – $136.60 $115.75 – $138.87 $107.67 – $146.95
1 month ±8.7% ±$11.08 $116.23 – $138.39 $113.48 – $141.14 $103.83 – $150.79
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
±7.35%
Average actual move
4.52%
Beyond the implied move
1 / 3
Median IV change
-19.94%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±8.12% +0.11% 0.01× 59.0% → 37.8%
August 06, 2025 ±6.53% +4.89% 0.75× 49.0% → 42.3%
May 07, 2025 ±7.40% -8.57% 1.16× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →