QXO QXO 12.66 0.95 8.11%
Expected move
November 04, 2026 close · $12.61| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.8% ±$0.36 | $12.25 – $12.97 | $12.18 – $13.04 | $11.84 – $13.38 |
| 2 sessions | ±4.0% ±$0.50 | $12.11 – $13.11 | $12.01 – $13.22 | $11.54 – $13.69 |
| 3 sessions | ±5.0% ±$0.63 | $11.98 – $13.24 | $11.86 – $13.36 | $11.28 – $13.95 |
| 1 week | ±6.3% ±$0.80 | $11.81 – $13.41 | $11.64 – $13.59 | $10.91 – $14.31 |
| 2 weeks Earnings | ±12.9% ±$1.63 | $10.98 – $14.24 | $10.60 – $14.63 | $9.17 – $16.05 |
| 3 weeks Earnings | ±14.5% ±$1.83 | $10.78 – $14.44 | $10.34 – $14.88 | $8.76 – $16.46 |
| 1 month Earnings | ±16.2% ±$2.04 | $10.57 – $14.65 | $10.08 – $15.14 | $8.32 – $16.90 |
Earnings: priced against what happened
Average implied move
±8.26%
Average actual move
2.89%
Beyond the implied move
0 / 3
Median IV change
-14.27%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 14, 2026 | ±6.88% | -2.55% | 0.37× | 70.8% → 58.2% |
| August 14, 2025 | ±7.72% | -0.19% | 0.02× | 65.2% → 55.9% |
| November 13, 2024 | ±10.17% | -5.92% | 0.58× | — |