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HCI Group HCI 192.03 -10.5 -5.18%

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 · $191.75
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$2.59 $189.17 – $194.34 $188.65 – $194.86 $186.21 – $197.30
2 sessions ±1.9% ±$3.59 $188.17 – $195.34 $187.40 – $196.11 $184.01 – $199.50
3 sessions ±2.4% ±$4.53 $187.23 – $196.28 $186.37 – $197.14 $182.13 – $201.38
1 week ±3.0% ±$5.75 $186.00 – $197.51 $184.72 – $198.79 $179.50 – $204.01
2 weeks ±4.2% ±$8.08 $183.68 – $199.83 $181.78 – $201.73 $174.54 – $208.97
3 weeks ±5.2% ±$10.00 $181.76 – $201.75 $179.33 – $204.18 $170.64 – $212.87
1 month ±6.2% ±$11.91 $179.85 – $203.66 $176.89 – $206.62 $166.52 – $216.99
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
±8.43%
Average actual move
1.24%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.51% -0.71% 0.08× —
August 08, 2025 ±8.34% +1.78% 0.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →