Pre-market
⌘K
Sign in Sign up

International Seaways INSW 94.47 -4.89 -4.92%

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 · $94.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$2.87 $91.13 – $96.87 $90.56 – $97.44 $87.85 – $100.15
2 sessions ±4.2% ±$3.99 $90.01 – $97.99 $89.17 – $98.83 $85.40 – $102.60
3 sessions ±5.3% ±$5.02 $88.98 – $99.02 $88.01 – $99.99 $83.31 – $104.69
1 week ±6.8% ±$6.38 $87.62 – $100.38 $86.20 – $101.80 $80.41 – $107.59
2 weeks ±9.5% ±$8.95 $85.05 – $102.95 $82.93 – $105.07 $74.90 – $113.10
3 weeks ±11.7% ±$11.00 $83.00 – $105.00 $80.32 – $107.68 $70.75 – $117.25
1 month ±13.8% ±$13.02 $80.98 – $107.02 $77.74 – $110.26 $66.38 – $121.62
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
±8.36%
Average actual move
2.28%
Beyond the implied move
0 / 3
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±11.72% +5.14% 0.44× —
August 06, 2025 ±6.12% +0.99% 0.16× —
May 08, 2025 ±7.22% +0.72% 0.10× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →