WHD Moves

Cactus WHD 55.01 -3.06 -5.27%

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Expected move

November 05, 2026 close · $55.01

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$1.17	$53.84 – $56.18	$53.61 – $56.41	$52.50 – $57.52
2 sessions	±3.0% ±$1.62	$53.39 – $56.63	$53.04 – $56.98	$51.51 – $58.51
3 sessions	±3.7% ±$2.05	$52.96 – $57.06	$52.57 – $57.45	$50.65 – $59.37
1 week	±4.7% ±$2.60	$52.41 – $57.61	$51.83 – $58.19	$49.47 – $60.55
2 weeks	±6.6% ±$3.65	$51.36 – $58.66	$50.49 – $59.53	$47.23 – $62.79
3 weeks	±7.8% ±$4.29	$50.72 – $59.30	$49.68 – $60.34	$45.95 – $64.07
1 month	±8.9% ±$4.88	$50.13 – $59.89	$48.92 – $61.10	$44.67 – $65.35

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

±6.65%

Average actual move

2.97%

Beyond the implied move

0 / 1

Median IV change

-22.13%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±6.65%	+2.97%	0.45×	51.8% → 37.6%

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