BW Moves

Babcock & Wilcox Enterprises BW 3.79 0.54 16.62%

Previous-day view · Mon Nov 9 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 09, 2026 close · $3.88

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±16.0% ±$0.62	$3.26 – $4.50	$3.10 – $4.66	$2.53 – $5.23
2 sessions Earnings	±17.3% ±$0.67	$3.21 – $4.55	$3.04 – $4.72	$2.42 – $5.34
3 sessions Earnings	±18.6% ±$0.72	$3.16 – $4.60	$2.99 – $4.77	$2.33 – $5.43
1 week Earnings	±19.9% ±$0.77	$3.11 – $4.65	$2.92 – $4.84	$2.26 – $5.50
2 weeks Earnings	±22.3% ±$0.87	$3.01 – $4.75	$2.81 – $4.95	$2.05 – $5.71
3 weeks Earnings	±24.4% ±$0.95	$2.93 – $4.83	$2.71 – $5.05	$1.89 – $5.87
1 month Earnings	±26.7% ±$1.03	$2.85 – $4.91	$2.60 – $5.16	$1.70 – $6.06

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BW 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

±17.43%

Average actual move

16.77%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±15.77%	+3.49%	0.22×	—
May 11, 2026	±19.09%	+30.06%	1.57×	—

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