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BorgWarner Inc BWA 47.53 -2.87 -5.69%

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 · $47.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.90 $46.63 – $48.43 $46.45 – $48.61 $45.59 – $49.47
2 sessions ±2.6% ±$1.25 $46.28 – $48.78 $46.01 – $49.05 $44.82 – $50.24
3 sessions ±3.3% ±$1.58 $45.95 – $49.11 $45.64 – $49.42 $44.16 – $50.90
1 week ±4.2% ±$2.01 $45.52 – $49.54 $45.07 – $49.99 $43.25 – $51.81
2 weeks ±5.9% ±$2.82 $44.71 – $50.35 $44.04 – $51.02 $41.51 – $53.55
3 weeks ±7.3% ±$3.45 $44.08 – $50.98 $43.24 – $51.82 $40.24 – $54.82
1 month ±8.6% ±$4.07 $43.46 – $51.60 $42.45 – $52.61 $38.90 – $56.16
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
±9.21%
Average actual move
4.08%
Beyond the implied move
0 / 2
Median IV change
-26.24%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±11.09% +3.75% 0.34× —
May 07, 2025 ±7.33% +4.41% 0.60× 51.3% → 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 →