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Tri Pointe Homes TPH 46.95 -0.02 -0.04%

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 TPH.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±5.45%
Average actual move
10.88%
Beyond the implied move
1 / 1
Median IV change
-2.78%
Reaction session Implied Actual Used ATM IV before → after
February 18, 2025 ±5.45% -10.88% 1.99× 38.5% → 38.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →