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Wayfair Inc W 111.74 -1.64 -1.45%

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 · $111.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$2.97 $108.77 – $114.71 $108.18 – $115.30 $105.36 – $118.12
2 sessions ±3.7% ±$4.13 $107.61 – $115.87 $106.73 – $116.75 $102.82 – $120.66
3 sessions ±4.7% ±$5.21 $106.53 – $116.95 $105.53 – $117.95 $100.66 – $122.82
1 week ±5.9% ±$6.62 $105.12 – $118.36 $103.65 – $119.83 $97.65 – $125.83
2 weeks ±8.4% ±$9.34 $102.40 – $121.08 $100.17 – $123.31 $91.81 – $131.67
3 weeks ±10.0% ±$11.20 $100.54 – $122.94 $97.82 – $125.66 $88.08 – $135.40
1 month ±11.8% ±$13.24 $98.50 – $124.98 $95.21 – $128.27 $83.67 – $139.81
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
±13.21%
Average actual move
11.75%
Beyond the implied move
2 / 6
Median IV change
-32.76%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±12.55% +11.00% 0.88× —
August 04, 2026 ±12.32% +29.97% 2.43× —
April 30, 2026 ±12.66% -12.75% 1.01× —
August 04, 2025 ±12.80% +12.66% 0.99× 92.4% → 65.1%
May 01, 2025 ±15.12% +3.55% 0.23× —
February 20, 2025 ±13.81% -0.58% 0.04× 99.8% → 63.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →