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International Paper Co IP 34.24 -1.41 -3.96%

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 · $34.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.66 $33.58 – $34.90 $33.44 – $35.04 $32.81 – $35.67
2 sessions ±2.7% ±$0.92 $33.32 – $35.16 $33.12 – $35.36 $32.24 – $36.24
3 sessions ±3.4% ±$1.16 $33.08 – $35.40 $32.85 – $35.63 $31.76 – $36.72
1 week ±4.3% ±$1.48 $32.76 – $35.72 $32.43 – $36.05 $31.08 – $37.40
2 weeks ±6.1% ±$2.08 $32.16 – $36.32 $31.67 – $36.81 $29.80 – $38.68
3 weeks ±7.3% ±$2.50 $31.74 – $36.74 $31.13 – $37.35 $28.95 – $39.53
1 month ±8.6% ±$2.93 $31.31 – $37.17 $30.58 – $37.90 $28.03 – $40.45
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
±6.62%
Average actual move
5.86%
Beyond the implied move
2 / 6
Median IV change
-26.56%
Reaction session Implied Actual Used ATM IV before → after
July 30, 2026 ±7.04% +1.20% 0.17× —
April 30, 2026 ±8.34% -9.41% 1.13× —
January 29, 2026 ±7.95% -6.00% 0.75× —
July 31, 2025 ±5.64% -12.85% 2.28× —
April 30, 2025 ±5.35% -4.09% 0.76× 44.8% → 33.3%
January 30, 2025 ±5.39% -1.60% 0.30× 37.9% → 27.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →