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DuPont de Nemours DD 150.73 -2.73 -1.78%

Previous-day view · Wed Nov 4 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 04, 2026 close · $150.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.91 $148.85 – $152.67 $148.47 – $153.05 $146.66 – $154.86
2 sessions ±1.8% ±$2.65 $148.11 – $153.41 $147.53 – $153.99 $145.03 – $156.49
3 sessions ±2.2% ±$3.35 $147.41 – $154.11 $146.76 – $154.76 $143.64 – $157.88
1 week ±2.8% ±$4.25 $146.51 – $155.01 $145.56 – $155.96 $141.70 – $159.82
2 weeks ±4.0% ±$5.97 $144.79 – $156.73 $143.39 – $158.13 $138.04 – $163.48
3 weeks ±4.9% ±$7.39 $143.37 – $158.15 $141.58 – $159.94 $135.14 – $166.38
1 month ±5.8% ±$8.80 $141.96 – $159.56 $139.77 – $161.75 $132.10 – $169.42
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
±6.19%
Average actual move
4.89%
Beyond the implied move
2 / 5
Median IV change
-36.67%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±6.83% +8.43% 1.24× 48.6% → 43.2%
February 10, 2026 ±6.79% +4.95% 0.73× —
August 05, 2025 ±5.82% +2.38% 0.41× 46.5% → 26.4%
May 02, 2025 ±5.83% +1.82% 0.31× 45.3% → 28.7%
February 11, 2025 ±5.67% +6.85% 1.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →