Charter Comm Inc Del CL CHTR 125.86 5.61 4.67%
Expected move
November 05, 2026 close · $126.25| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session Earnings | ±9.9% ±$12.52 | $113.73 – $138.77 | $110.54 – $141.96 | $98.94 – $153.56 |
| 2 sessions Earnings | ±10.7% ±$13.56 | $112.69 – $139.81 | $109.37 – $143.13 | $96.86 – $155.64 |
| 3 sessions Earnings | ±11.5% ±$14.52 | $111.73 – $140.77 | $108.39 – $144.11 | $95.10 – $157.40 |
| 1 week Earnings | ±12.3% ±$15.52 | $110.73 – $141.77 | $106.97 – $145.53 | $93.63 – $158.87 |
| 2 weeks Earnings | ±13.8% ±$17.42 | $108.83 – $143.67 | $104.74 – $147.76 | $89.52 – $162.98 |
| 3 weeks Earnings | ±15.1% ±$19.03 | $107.22 – $145.28 | $102.69 – $149.81 | $86.25 – $166.25 |
| 1 month Earnings | ±16.4% ±$20.74 | $105.51 – $146.99 | $100.50 – $152.00 | $82.62 – $169.88 |
Earnings: priced against what happened
Average implied move
±8.22%
Average actual move
13.98%
Beyond the implied move
4 / 5
Median IV change
-24.85%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| April 24, 2026 | ±8.50% | -25.50% | 3.00× | — |
| July 25, 2025 | ±7.59% | -18.49% | 2.44× | — |
| April 25, 2025 | ±7.90% | +11.43% | 1.45× | 63.2% → 47.5% |
| January 31, 2025 | ±8.36% | +2.64% | 0.32× | 60.4% → 32.5% |
| November 01, 2024 | ±8.76% | +11.87% | 1.35× | 66.7% → 51.5% |