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Tenet Healthcare Corporation New THC 283.33 -3.13 -1.09%

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

November 06, 2026 close · $283.29
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$5.07 $278.22 – $288.36 $277.20 – $289.38 $272.41 – $294.17
2 sessions ±2.5% ±$7.05 $276.24 – $290.34 $274.73 – $291.85 $268.08 – $298.50
3 sessions ±3.1% ±$8.90 $274.39 – $292.19 $272.69 – $293.89 $264.37 – $302.21
1 week ±4.0% ±$11.30 $271.99 – $294.59 $269.49 – $297.09 $259.24 – $307.34
2 weeks ±5.6% ±$15.84 $267.45 – $299.13 $263.69 – $302.89 $249.49 – $317.09
3 weeks ±7.0% ±$19.92 $263.37 – $303.21 $258.53 – $308.05 $241.19 – $325.39
1 month ±8.4% ±$23.91 $259.38 – $307.20 $253.43 – $313.15 $232.58 – $334.00
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
±9.25%
Average actual move
13.18%
Beyond the implied move
1 / 2
Median IV change
-27.76%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±8.31% +17.26% 2.08× —
February 12, 2025 ±10.19% -9.10% 0.89× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →