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Crane NXT CXT 59.29 -2.33 -3.78%

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 · $59.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.02 $58.48 – $60.51 $58.28 – $60.71 $57.32 – $61.67
2 sessions ±2.4% ±$1.41 $58.08 – $60.91 $57.78 – $61.21 $56.45 – $62.54
3 sessions ±3.0% ±$1.78 $57.72 – $61.27 $57.37 – $61.62 $55.71 – $63.28
1 week ±3.8% ±$2.27 $57.23 – $61.76 $56.73 – $62.26 $54.68 – $64.31
2 weeks ±5.3% ±$3.18 $56.32 – $62.67 $55.57 – $63.42 $52.72 – $66.27
3 weeks ±6.6% ±$3.94 $55.56 – $63.43 $54.61 – $64.38 $51.19 – $67.80
1 month ±7.9% ±$4.69 $54.81 – $64.18 $53.65 – $65.34 $49.57 – $69.42
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
±6.40%
Average actual move
1.35%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±6.40% -1.35% 0.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →