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Edwards Lifesciences Corp EW 100.82 1.45 1.46%

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 · $100.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.41 $98.71 – $101.52 $98.43 – $101.80 $97.11 – $103.12
2 sessions ±1.9% ±$1.95 $98.17 – $102.06 $97.75 – $102.48 $95.92 – $104.31
3 sessions ±2.5% ±$2.46 $97.66 – $102.57 $97.19 – $103.04 $94.90 – $105.33
1 week ±3.1% ±$3.12 $97.00 – $103.23 $96.31 – $103.92 $93.48 – $106.75
2 weeks ±4.4% ±$4.38 $95.74 – $104.49 $94.71 – $105.52 $90.79 – $109.44
3 weeks ±5.3% ±$5.30 $94.82 – $105.41 $93.54 – $106.69 $88.93 – $111.30
1 month ±6.2% ±$6.19 $93.93 – $106.30 $92.39 – $107.84 $86.99 – $113.24
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
±6.91%
Average actual move
4.94%
Beyond the implied move
1 / 2
Median IV change
-32.68%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±7.40% +2.96% 0.40× —
February 12, 2025 ±6.42% +6.92% 1.08× 48.7% → 42.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →