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D DHI 157.63 0.64 0.41%

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 · $157.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.87 $154.76 – $160.50 $154.18 – $161.08 $151.48 – $163.78
2 sessions ±2.5% ±$3.99 $153.64 – $161.62 $152.79 – $162.47 $149.02 – $166.24
3 sessions ±3.2% ±$5.03 $152.60 – $162.66 $151.64 – $163.62 $146.93 – $168.33
1 week ±4.0% ±$6.38 $151.25 – $164.01 $149.81 – $165.45 $144.03 – $171.23
2 weeks ±5.8% ±$9.14 $148.49 – $166.77 $146.33 – $168.93 $138.13 – $177.13
3 weeks ±7.0% ±$11.07 $146.56 – $168.70 $143.87 – $171.39 $134.24 – $181.02
1 month ±8.0% ±$12.67 $144.96 – $170.30 $141.82 – $173.44 $130.77 – $184.49
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
±5.87%
Average actual move
5.92%
Beyond the implied move
1 / 4
Median IV change
-34.14%
Reaction session Implied Actual Used ATM IV before → after
July 21, 2026 ±6.53% -0.88% 0.13× 56.0% → 36.7%
July 22, 2025 ±5.05% +16.98% 3.36× —
April 17, 2025 ±5.96% +3.16% 0.53× 54.9% → 40.1%
January 21, 2025 ±5.96% -2.68% 0.45× 44.1% → 29.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →