WH Moves

Wyndham Hotels & Resorts WH 77.35 -0.48 -0.62%

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 · $77.32

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$1.40	$75.92 – $78.72	$75.64 – $79.01	$74.32 – $80.33
2 sessions	±2.5% ±$1.95	$75.38 – $79.27	$74.96 – $79.69	$73.12 – $81.53
3 sessions	±3.2% ±$2.46	$74.86 – $79.78	$74.39 – $80.25	$72.09 – $82.56
1 week	±4.0% ±$3.13	$74.20 – $80.45	$73.50 – $81.14	$70.67 – $83.98
2 weeks	±5.7% ±$4.39	$72.94 – $81.71	$71.90 – $82.74	$67.97 – $86.68
3 weeks	±6.9% ±$5.34	$71.99 – $82.66	$70.69 – $83.96	$66.05 – $88.60
1 month	±8.1% ±$6.29	$71.04 – $83.61	$69.48 – $85.17	$63.99 – $90.66

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

±4.81%

Average actual move

1.63%

Beyond the implied move

0 / 1

Median IV change

-15.93%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 13, 2025	±4.81%	-1.63%	0.34×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →