EHC Moves

Encompass Health Corporation Common Stock EHC 141.27 0.24 0.17%

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Expected move

November 05, 2026 close · $141.27

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$1.84	$139.43 – $143.11	$139.07 – $143.47	$137.33 – $145.21
2 sessions	±1.8% ±$2.56	$138.71 – $143.83	$138.18 – $144.36	$135.77 – $146.77
3 sessions	±2.3% ±$3.21	$138.06 – $144.48	$137.44 – $145.10	$134.43 – $148.11
1 week	±2.9% ±$4.08	$137.19 – $145.35	$136.28 – $146.26	$132.57 – $149.97
2 weeks	±4.1% ±$5.74	$135.53 – $147.01	$134.18 – $148.36	$129.05 – $153.49
3 weeks	±5.0% ±$7.09	$134.18 – $148.36	$132.44 – $150.10	$126.27 – $156.27
1 month	±6.0% ±$8.45	$132.82 – $149.72	$130.72 – $151.82	$123.34 – $159.20

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

±6.64%

Average actual move

4.00%

Beyond the implied move

0 / 1

Median IV change

-32.12%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±6.64%	+4.00%	0.60×	47.6% → 32.3%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →