HSIC Moves

Henry Schein Inc HSIC 86.05 0.74 0.87%

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Expected move

November 06, 2026 close · $86.57

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$1.10	$85.47 – $87.67	$85.25 – $87.89	$84.21 – $88.93
2 sessions	±1.8% ±$1.53	$85.04 – $88.10	$84.72 – $88.42	$83.27 – $89.87
3 sessions	±2.2% ±$1.93	$84.64 – $88.50	$84.27 – $88.87	$82.47 – $90.67
1 week	±2.8% ±$2.45	$84.12 – $89.02	$83.57 – $89.57	$81.35 – $91.79
2 weeks	±4.0% ±$3.44	$83.13 – $90.01	$82.32 – $90.82	$79.24 – $93.90
3 weeks	±4.9% ±$4.26	$82.31 – $90.83	$81.27 – $91.87	$77.57 – $95.57
1 month	±5.9% ±$5.07	$81.50 – $91.64	$80.24 – $92.90	$75.82 – $97.32

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

±7.94%

Average actual move

4.69%

Beyond the implied move

0 / 2

Median IV change

-15.80%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±8.07%	-7.41%	0.92×	—
May 05, 2025	±7.81%	+1.96%	0.25×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →