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Trex Company TREX 54.74 -1.27 -2.27%

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 TREX.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±10.52%
Average actual move
1.67%
Beyond the implied move
0 / 3
Median IV change
-37.16%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±12.28% -1.80% 0.15× 97.7% → 48.0%
August 05, 2025 ±9.21% +2.27% 0.25× 65.9% → 41.6%
May 09, 2025 ±10.08% -0.93% 0.09× 84.2% → 52.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →