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Warby Parker Inc WRBY 21.29 -0.65 -2.96%

Previous-day view · Wed Nov 4 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 04, 2026 close · $21.83
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±11.6% ±$2.52 $19.31 – $24.35 $18.67 – $24.99 $16.33 – $27.33
2 sessions Earnings ±12.5% ±$2.73 $19.09 – $24.56 $18.42 – $25.23 $15.90 – $27.75
3 sessions Earnings ±13.4% ±$2.93 $18.90 – $24.76 $18.22 – $25.44 $15.54 – $28.12
1 week Earnings ±14.4% ±$3.14 $18.69 – $24.97 $17.93 – $25.73 $15.22 – $28.43
2 weeks Earnings ±16.2% ±$3.54 $18.29 – $25.37 $17.45 – $26.20 $14.36 – $29.29
3 weeks Earnings ±17.8% ±$3.88 $17.95 – $25.71 $17.03 – $26.63 $13.67 – $29.98
1 month Earnings ±19.4% ±$4.24 $17.59 – $26.07 $16.57 – $27.09 $12.92 – $30.74
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WRBY reports in 1 session; 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
±11.94%
Average actual move
11.58%
Beyond the implied move
1 / 3
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±11.87% -7.89% 0.66× —
May 07, 2026 ±14.19% +23.47% 1.65× —
August 07, 2025 ±9.77% -3.37% 0.35× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →