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Corning Incorporated GLW 118.77 -7.37 -5.84%

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 · $118.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$4.08 $114.54 – $122.70 $113.72 – $123.52 $109.87 – $127.37
2 sessions ±4.8% ±$5.67 $112.95 – $124.29 $111.74 – $125.50 $106.38 – $130.86
3 sessions ±5.6% ±$6.64 $111.98 – $125.26 $110.70 – $126.54 $104.48 – $132.76
1 week ±6.7% ±$7.89 $110.73 – $126.51 $108.98 – $128.26 $101.81 – $135.43
2 weeks ±8.9% ±$10.55 $108.07 – $129.17 $105.57 – $131.67 $96.12 – $141.12
3 weeks ±10.8% ±$12.79 $105.83 – $131.41 $102.71 – $134.53 $91.59 – $145.65
1 month ±12.4% ±$14.67 $103.95 – $133.29 $100.29 – $136.95 $87.49 – $149.75
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
±8.03%
Average actual move
6.27%
Beyond the implied move
2 / 6
Median IV change
-23.52%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±8.30% -1.13% 0.14× 78.4% → 64.1%
July 28, 2026 ±11.27% -12.10% 1.07× —
April 28, 2026 ±11.03% -8.90% 0.81× 99.7% → 81.5%
July 29, 2025 ±5.57% +11.86% 2.13× —
April 29, 2025 ±6.02% +0.82% 0.14× 50.7% → 36.1%
January 29, 2025 ±5.99% -2.79% 0.47× 44.2% → 31.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →