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Cardinal Health CAH 267.82 5.89 2.25%

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 · $268.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$4.51 $263.74 – $272.76 $262.83 – $273.67 $258.59 – $277.91
2 sessions ±2.3% ±$6.28 $261.97 – $274.53 $260.66 – $275.84 $254.73 – $281.77
3 sessions ±2.9% ±$7.89 $260.36 – $276.14 $258.83 – $277.67 $251.46 – $285.04
1 week ±3.7% ±$10.03 $258.22 – $278.28 $255.99 – $280.51 $246.87 – $289.63
2 weeks ±4.8% ±$13.01 $255.24 – $281.26 $252.16 – $284.35 $240.49 – $296.01
3 weeks ±5.7% ±$15.21 $253.04 – $283.46 $249.34 – $287.16 $236.11 – $300.39
1 month ±6.4% ±$17.19 $251.06 – $285.44 $246.79 – $289.71 $231.79 – $304.71
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
±5.51%
Average actual move
3.36%
Beyond the implied move
1 / 5
Median IV change
-31.04%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±6.45% +1.30% 0.20× —
April 30, 2026 ±6.80% -4.90% 0.72× 46.8% → 30.6%
August 12, 2025 ±4.46% -7.21% 1.62× —
May 01, 2025 ±4.92% +3.00% 0.61× 37.8% → 26.0%
January 30, 2025 ±4.91% +0.39% 0.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →