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Clean Harbors CLH 277.7 -10.54 -3.66%

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 · $277.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$3.89 $273.81 – $281.59 $273.03 – $282.37 $269.37 – $286.03
2 sessions ±2.0% ±$5.42 $272.28 – $283.12 $271.15 – $284.25 $266.04 – $289.36
3 sessions ±2.5% ±$6.80 $270.90 – $284.50 $269.59 – $285.81 $263.20 – $292.20
1 week ±3.1% ±$8.64 $269.06 – $286.34 $267.12 – $288.28 $259.29 – $296.11
2 weeks ±4.4% ±$12.14 $265.56 – $289.84 $262.68 – $292.72 $251.82 – $303.58
3 weeks ±5.2% ±$14.36 $263.34 – $292.06 $259.84 – $295.56 $247.35 – $308.05
1 month ±5.9% ±$16.47 $261.23 – $294.17 $257.15 – $298.25 $242.79 – $312.61
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
±6.69%
Average actual move
4.64%
Beyond the implied move
1 / 3
Median IV change
-27.95%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±6.63% -8.20% 1.24× —
February 18, 2026 ±6.35% +2.66% 0.42× —
February 19, 2025 ±7.08% -3.04% 0.43× 37.4% → 27.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →