Open
⌘K
Sign in Sign up

QuidelOrtho Corporation Common Stock QDEL 14.35 0.26 1.85%

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 · $14.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.7% ±$0.53 $13.82 – $14.88 $13.71 – $14.99 $13.21 – $15.49
2 sessions ±5.1% ±$0.74 $13.61 – $15.09 $13.46 – $15.24 $12.76 – $15.94
3 sessions ±6.5% ±$0.93 $13.42 – $15.28 $13.24 – $15.46 $12.37 – $16.33
1 week ±8.2% ±$1.18 $13.17 – $15.53 $12.91 – $15.79 $11.84 – $16.86
2 weeks ±11.5% ±$1.66 $12.69 – $16.01 $12.30 – $16.40 $10.82 – $17.88
3 weeks ±14.3% ±$2.05 $12.30 – $16.40 $11.80 – $16.90 $10.02 – $18.68
1 month ±17.0% ±$2.44 $11.91 – $16.79 $11.30 – $17.40 $9.17 – $19.53
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
±15.22%
Average actual move
2.65%
Beyond the implied move
0 / 2
Median IV change
-52.30%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±16.79% -1.01% 0.06× 125.5% → 57.3%
February 13, 2025 ±13.65% +4.28% 0.31× 109.0% → 54.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →