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West Pharmaceutical Services WST 399.81 7.33 1.87%

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 · $399.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$5.48 $394.33 – $405.29 $393.25 – $406.37 $388.06 – $411.56
2 sessions ±1.9% ±$7.60 $392.21 – $407.41 $390.57 – $409.05 $383.42 – $416.20
3 sessions ±2.4% ±$9.60 $390.21 – $409.41 $388.38 – $411.24 $379.42 – $420.20
1 week ±3.0% ±$12.19 $387.62 – $412.00 $384.90 – $414.72 $373.86 – $425.76
2 weeks ±4.3% ±$17.07 $382.74 – $416.88 $378.66 – $420.96 $363.35 – $436.27
3 weeks ±5.0% ±$19.95 $379.86 – $419.76 $375.02 – $424.60 $357.67 – $441.95
1 month ±5.7% ±$22.87 $376.94 – $422.68 $371.26 – $428.36 $351.31 – $448.31
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
±10.77%
Average actual move
19.63%
Beyond the implied move
1 / 2
Median IV change
-35.33%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±12.21% -1.04% 0.08× —
February 13, 2025 ±9.34% -38.22% 4.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →