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Waystar Holding Corp WAY 28.35 -0.53 -1.84%

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 · $28.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$0.63 $27.61 – $28.87 $27.49 – $28.99 $26.89 – $29.59
2 sessions ±3.1% ±$0.87 $27.37 – $29.11 $27.18 – $29.30 $26.36 – $30.12
3 sessions ±3.9% ±$1.10 $27.14 – $29.34 $26.93 – $29.55 $25.90 – $30.58
1 week ±5.0% ±$1.40 $26.84 – $29.64 $26.53 – $29.95 $25.26 – $31.22
2 weeks ±6.9% ±$1.96 $26.28 – $30.20 $25.81 – $30.67 $24.06 – $32.42
3 weeks ±8.6% ±$2.43 $25.81 – $30.67 $25.22 – $31.26 $23.11 – $33.37
1 month ±10.2% ±$2.89 $25.35 – $31.13 $24.63 – $31.85 $22.11 – $34.37
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
±14.99%
Average actual move
0.53%
Beyond the implied move
0 / 1
Median IV change
-35.88%
Reaction session Implied Actual Used ATM IV before → after
February 18, 2025 ±14.99% -0.53% 0.04× 68.8% → 44.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →