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GXO Logistics GXO 55.18 -1.78 -3.13%

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 · $55.18
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$1.06 $54.12 – $56.24 $53.91 – $56.45 $52.91 – $57.45
2 sessions ±2.7% ±$1.47 $53.71 – $56.65 $53.39 – $56.97 $52.00 – $58.36
3 sessions ±3.4% ±$1.85 $53.33 – $57.03 $52.97 – $57.39 $51.23 – $59.13
1 week ±4.3% ±$2.36 $52.82 – $57.54 $52.29 – $58.07 $50.15 – $60.21
2 weeks ±6.0% ±$3.31 $51.87 – $58.49 $51.09 – $59.27 $48.12 – $62.24
3 weeks ±7.0% ±$3.89 $51.29 – $59.07 $50.35 – $60.01 $46.96 – $63.40
1 month ±8.0% ±$4.43 $50.75 – $59.61 $49.66 – $60.70 $45.80 – $64.56
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
±8.15%
Average actual move
6.88%
Beyond the implied move
1 / 4
Median IV change
-35.31%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.53% +0.12% 0.01× —
February 11, 2026 ±9.57% +9.22% 0.96× —
August 06, 2025 ±6.79% +3.08% 0.45× 49.4% → 32.0%
February 13, 2025 ±6.72% -15.08% 2.24× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →