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Home Depot HD 355.44 21.78 6.53% Regime: Vol Expansion (71%)

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 · $354.89
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$4.36 $350.52 – $359.25 $349.64 – $360.14 $345.48 – $364.29
2 sessions ±1.7% ±$6.07 $348.82 – $360.96 $347.51 – $362.27 $341.76 – $368.02
3 sessions ±2.2% ±$7.66 $347.22 – $362.55 $345.73 – $364.04 $338.56 – $371.21
1 week ±2.8% ±$9.76 $345.13 – $364.65 $342.96 – $366.81 $334.13 – $375.65
2 weeks Earnings ±6.0% ±$21.43 $333.45 – $376.32 $328.38 – $381.40 $309.68 – $400.10
3 weeks Earnings ±6.7% ±$23.70 $331.18 – $378.59 $325.54 – $384.24 $305.03 – $404.75
1 month Earnings ±7.4% ±$26.12 $328.77 – $381.01 $322.49 – $387.29 $299.99 – $409.79
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. HD reports in 9 sessions; only the horizons marked Earnings include its jump. 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
±4.22%
Average actual move
1.55%
Beyond the implied move
0 / 7
Median IV change
-25.76%
Reaction session Implied Actual Used ATM IV before → after
August 18, 2026 ±4.23% -0.12% 0.03× 35.9% → 27.1%
May 19, 2026 ±4.93% +0.88% 0.18× 42.6% → 30.6%
February 24, 2026 ±4.73% +1.99% 0.42× —
August 19, 2025 ±3.78% +3.17% 0.84× 31.7% → 22.7%
May 20, 2025 ±3.93% -0.61% 0.16× 32.5% → 24.7%
February 25, 2025 ±4.44% +2.84% 0.64× 37.8% → 27.6%
November 12, 2024 ±3.51% -1.28% 0.36× 31.1% → 23.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →