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Harley-Davidson HOG 32.58 -2.01 -5.81%

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 · $32.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$1.10 $31.59 – $33.79 $31.37 – $34.01 $30.32 – $35.06
2 sessions ±3.8% ±$1.25 $31.44 – $33.94 $31.17 – $34.21 $29.99 – $35.39
3 sessions ±4.4% ±$1.44 $31.25 – $34.13 $30.97 – $34.41 $29.62 – $35.76
1 week ±5.1% ±$1.68 $31.01 – $34.37 $30.64 – $34.74 $29.11 – $36.27
2 weeks ±6.7% ±$2.18 $30.51 – $34.87 $29.99 – $35.39 $28.04 – $37.34
3 weeks ±7.8% ±$2.54 $30.15 – $35.23 $29.53 – $35.85 $27.32 – $38.06
1 month ±9.2% ±$2.99 $29.70 – $35.68 $28.95 – $36.43 $26.34 – $39.04
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
±8.63%
Average actual move
5.23%
Beyond the implied move
1 / 7
Median IV change
-30.75%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±7.20% +2.74% 0.38× —
July 23, 2026 ±7.60% -3.98% 0.52× 60.6% → 41.9%
May 05, 2026 ±9.37% +8.19% 0.87× —
February 10, 2026 ±9.93% +3.97% 0.40× —
July 30, 2025 ±9.26% +13.38% 1.44× —
May 01, 2025 ±9.14% +2.77% 0.30× 71.5% → 51.8%
February 05, 2025 ±7.92% -1.57% 0.20× 53.6% → 35.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →