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Worthington Enterprises WOR 60.5 -0.72 -1.18%

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 · $60.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.06 $59.44 – $61.56 $59.22 – $61.78 $58.22 – $62.78
2 sessions ±2.4% ±$1.48 $59.02 – $61.98 $58.71 – $62.29 $57.31 – $63.69
3 sessions ±3.1% ±$1.86 $58.64 – $62.36 $58.28 – $62.72 $56.54 – $64.46
1 week ±3.9% ±$2.37 $58.13 – $62.87 $57.61 – $63.39 $55.46 – $65.54
2 weeks ±5.5% ±$3.32 $57.18 – $63.82 $56.39 – $64.61 $53.42 – $67.58
3 weeks ±6.8% ±$4.11 $56.39 – $64.61 $55.39 – $65.61 $51.81 – $69.19
1 month ±8.1% ±$4.89 $55.61 – $65.39 $54.39 – $66.61 $50.12 – $70.88
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WOR reports in 27 sessions; only the horizons marked Earnings include its jump. 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
±10.14%
Average actual move
10.31%
Beyond the implied move
1 / 1
Median IV change
-41.46%
Reaction session Implied Actual Used ATM IV before → after
December 18, 2024 ±10.14% +10.31% 1.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →