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Danaher Corporation DHR 226.34 -8.59 -3.66%

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 · $226.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$4.30 $221.81 – $230.41 $220.95 – $231.27 $216.91 – $235.31
2 sessions ±2.6% ±$5.97 $220.14 – $232.08 $218.90 – $233.32 $213.27 – $238.95
3 sessions ±3.3% ±$7.51 $218.60 – $233.62 $217.16 – $235.06 $210.12 – $242.10
1 week ±4.2% ±$9.54 $216.57 – $235.65 $214.44 – $237.78 $205.78 – $246.44
2 weeks ±5.4% ±$12.14 $213.97 – $238.25 $211.10 – $241.12 $200.20 – $252.02
3 weeks ±6.7% ±$15.13 $210.98 – $241.24 $207.32 – $244.90 $194.16 – $258.06
1 month ±7.5% ±$16.96 $209.15 – $243.07 $204.95 – $247.27 $190.18 – $262.04
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
±5.92%
Average actual move
5.01%
Beyond the implied move
3 / 7
Median IV change
-27.43%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±7.36% +4.29% 0.58× —
July 21, 2026 ±7.01% -10.99% 1.57× —
April 21, 2026 ±5.63% -0.49% 0.09× —
January 28, 2026 ±4.50% -4.76% 1.06× —
July 22, 2025 ±5.69% +0.98% 0.17× 47.0% → 32.0%
April 22, 2025 ±6.46% +3.84% 0.59× 55.5% → 42.7%
January 29, 2025 ±4.82% -9.73% 2.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →