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Celestica CLS 205.64 -30.77 -13.02%

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 · $207.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.9% ±$12.20 $195.68 – $220.08 $193.22 – $222.54 $181.69 – $234.07
2 sessions ±7.4% ±$15.30 $192.58 – $223.18 $189.34 – $226.42 $174.89 – $240.87
3 sessions ±8.9% ±$18.50 $189.38 – $226.38 $185.80 – $229.96 $168.47 – $247.29
1 week ±10.9% ±$22.72 $185.16 – $230.60 $180.09 – $235.67 $159.46 – $256.30
2 weeks ±14.7% ±$30.45 $177.43 – $238.33 $170.21 – $245.55 $142.90 – $272.86
3 weeks ±17.3% ±$36.00 $171.88 – $243.88 $163.12 – $252.64 $131.80 – $283.96
1 month ±19.3% ±$40.04 $167.84 – $247.92 $157.91 – $257.85 $123.00 – $292.76
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
±12.04%
Average actual move
11.57%
Beyond the implied move
3 / 5
Median IV change
-24.11%
Reaction session Implied Actual Used ATM IV before → after
July 28, 2026 ±13.13% +10.04% 0.76× 118.5% → 103.3%
April 28, 2026 ±11.97% -14.37% 1.20× —
July 29, 2025 ±11.28% +16.51% 1.46× 89.9% → 68.2%
April 25, 2025 ±12.05% -3.35% 0.28× 104.6% → 67.9%
January 30, 2025 ±11.79% +13.59% 1.15× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →