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BWX Technologies BWXT 114.96 -6.54 -5.38%

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 · $115.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$2.85 $112.84 – $118.55 $112.27 – $119.12 $109.58 – $121.82
2 sessions ±3.4% ±$3.96 $111.73 – $119.66 $110.88 – $120.51 $107.13 – $124.26
3 sessions ±4.3% ±$4.99 $110.70 – $120.69 $109.74 – $121.65 $105.06 – $126.33
1 week ±5.5% ±$6.35 $109.34 – $122.05 $107.93 – $123.46 $102.17 – $129.22
2 weeks ±7.7% ±$8.91 $106.79 – $124.61 $104.67 – $126.72 $96.69 – $134.71
3 weeks ±9.2% ±$10.65 $105.04 – $126.35 $102.45 – $128.94 $93.17 – $138.22
1 month ±10.7% ±$12.33 $103.36 – $128.03 $100.30 – $131.10 $89.55 – $141.84
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
±7.59%
Average actual move
8.71%
Beyond the implied move
1 / 3
Median IV change
-15.07%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.91% -4.86% 0.55× —
August 05, 2025 ±6.31% +17.79% 2.82× —
May 06, 2025 ±7.54% -3.46% 0.46× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →