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KLA Corporation Common Stock KLAC 149.79 -6.41 -4.1%

Previous-day view · Wed Nov 4 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 04, 2026 close · $150.44
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$4.50 $145.94 – $154.94 $145.04 – $155.84 $140.80 – $160.08
2 sessions ±4.2% ±$6.26 $144.18 – $156.70 $142.86 – $158.02 $136.96 – $163.92
3 sessions ±5.2% ±$7.87 $142.57 – $158.31 $141.05 – $159.83 $133.68 – $167.20
1 week ±6.7% ±$10.00 $140.44 – $160.44 $138.21 – $162.67 $129.12 – $171.76
2 weeks ±8.7% ±$13.13 $137.31 – $163.57 $134.19 – $166.69 $122.43 – $178.45
3 weeks ±10.6% ±$15.99 $134.45 – $166.43 $130.57 – $170.31 $116.65 – $184.23
1 month ±11.7% ±$17.53 $132.91 – $167.97 $128.55 – $172.33 $113.27 – $187.61
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
±7.24%
Average actual move
5.45%
Beyond the implied move
0 / 1
Median IV change
-17.61%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±7.24% +5.45% 0.75× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →