After hours
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Herbalife Ltd HLF 15.55 -0.04 -0.26%

Previous-day view · Wed Nov 11 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 11, 2026 close · $15.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.43 $15.12 – $15.97 $15.04 – $16.05 $14.64 – $16.45
2 sessions ±3.8% ±$0.58 $14.96 – $16.13 $14.83 – $16.26 $14.27 – $16.82
3 sessions ±4.8% ±$0.74 $14.80 – $16.29 $14.66 – $16.43 $13.96 – $17.13
1 week ±6.1% ±$0.94 $14.60 – $16.49 $14.39 – $16.70 $13.53 – $17.56
2 weeks ±8.5% ±$1.33 $14.22 – $16.87 $13.91 – $17.18 $12.72 – $18.37
3 weeks ±10.6% ±$1.63 $13.91 – $17.18 $13.51 – $17.58 $12.08 – $19.01
1 month ±12.6% ±$1.96 $13.59 – $17.50 $13.11 – $17.98 $11.40 – $19.69
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
±16.03%
Average actual move
19.14%
Beyond the implied move
1 / 3
Median IV change
-40.02%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±16.49% -6.81% 0.41× 111.7% → 66.2%
May 01, 2025 ±17.36% -7.92% 0.46× 120.1% → 72.9%
February 20, 2025 ±14.23% +42.70% 3.00× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →