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CoreCivic CXW 28.23 -2.29 -7.5%

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 · $28.59
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.73 $27.87 – $29.32 $27.72 – $29.47 $27.04 – $30.15
2 sessions ±3.5% ±$1.01 $27.59 – $29.60 $27.37 – $29.82 $26.42 – $30.77
3 sessions ±4.5% ±$1.28 $27.32 – $29.87 $27.08 – $30.11 $25.88 – $31.31
1 week ±5.7% ±$1.62 $26.98 – $30.21 $26.62 – $30.57 $25.15 – $32.04
2 weeks ±7.9% ±$2.28 $26.32 – $30.87 $25.79 – $31.40 $23.75 – $33.44
3 weeks ±9.5% ±$2.73 $25.87 – $31.32 $25.20 – $31.99 $22.83 – $34.36
1 month ±11.1% ±$3.17 $25.43 – $31.76 $24.64 – $32.55 $21.88 – $35.31
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
±8.99%
Average actual move
3.08%
Beyond the implied move
0 / 5
Median IV change
-34.65%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.27% +3.07% 0.37× —
February 12, 2026 ±8.78% -3.46% 0.39× —
August 07, 2025 ±7.91% +2.04% 0.26× 61.5% → 44.1%
May 08, 2025 ±7.52% -2.57% 0.34× —
February 11, 2025 ±12.47% -4.25% 0.34× 89.5% → 52.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →