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Hewlett Packard Enterprise Company HPE 44.77 0.61 1.38%

Previous-day view · Fri Nov 6 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 06, 2026 close · $44.71
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$1.35 $43.37 – $46.06 $43.10 – $46.33 $41.83 – $47.60
2 sessions ±4.2% ±$1.87 $42.84 – $46.58 $42.45 – $46.98 $40.68 – $48.75
3 sessions ±5.3% ±$2.36 $42.36 – $47.07 $41.91 – $47.52 $39.70 – $49.73
1 week ±6.7% ±$2.99 $41.72 – $47.70 $41.05 – $48.38 $38.34 – $51.09
2 weeks ±9.4% ±$4.20 $40.51 – $48.91 $39.52 – $49.91 $35.75 – $53.67
3 weeks Earnings ±17.4% ±$7.76 $36.96 – $52.47 $35.11 – $54.32 $28.41 – $61.02
1 month Earnings ±18.9% ±$8.45 $36.27 – $53.16 $34.23 – $55.20 $26.95 – $62.47
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. HPE reports in 12 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
±11.47%
Average actual move
8.24%
Beyond the implied move
2 / 6
Median IV change
-42.78%
Reaction session Implied Actual Used ATM IV before → after
September 03, 2026 ±12.05% +5.04% 0.42× —
June 02, 2026 ±23.24% +19.47% 0.84× —
September 04, 2025 ±8.44% +1.49% 0.18× 60.3% → 31.4%
June 04, 2025 ±7.80% +0.85% 0.11× 59.5% → 37.1%
March 07, 2025 ±8.60% -11.97% 1.39× —
December 06, 2024 ±8.66% +10.62% 1.23× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →