BCC Moves

Boise Cascade Company BCC 73.75 -4.23 -5.42%

Previous-day view · Thu Nov 5 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 05, 2026 close · $73.75

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$1.38	$72.37 – $75.13	$72.10 – $75.40	$70.79 – $76.71
2 sessions	±2.6% ±$1.92	$71.83 – $75.67	$71.43 – $76.07	$69.61 – $77.89
3 sessions	±3.3% ±$2.41	$71.34 – $76.16	$70.87 – $76.63	$68.61 – $78.89
1 week	±4.2% ±$3.07	$70.68 – $76.82	$70.00 – $77.50	$67.22 – $80.28
2 weeks	±5.8% ±$4.31	$69.44 – $78.06	$68.43 – $79.07	$64.56 – $82.94
3 weeks	±7.2% ±$5.33	$68.42 – $79.08	$67.12 – $80.38	$62.48 – $85.02
1 month	±8.6% ±$6.35	$67.40 – $80.10	$65.82 – $81.68	$60.28 – $87.22

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

±6.66%

Average actual move

6.15%

Beyond the implied move

1 / 3

Median IV change

-13.95%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±6.92%	+4.91%	0.71×	—
May 06, 2025	±7.43%	-5.40%	0.73×	—
February 21, 2025	±5.62%	-8.14%	1.45×	40.2% → 34.6%

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