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Loews Corporation L 111.13 -0.54 -0.48%

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 · $110.94
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$1.05 $109.89 – $111.99 $109.68 – $112.20 $108.68 – $113.20
2 sessions ±1.3% ±$1.46 $109.48 – $112.40 $109.16 – $112.72 $107.78 – $114.10
3 sessions ±1.7% ±$1.84 $109.10 – $112.78 $108.74 – $113.14 $107.01 – $114.87
1 week ±2.1% ±$2.34 $108.60 – $113.28 $108.08 – $113.80 $105.95 – $115.93
2 weeks ±3.0% ±$3.28 $107.66 – $114.22 $106.87 – $115.01 $103.93 – $117.95
3 weeks ±3.7% ±$4.07 $106.87 – $115.01 $105.88 – $116.00 $102.33 – $119.55
1 month ±4.4% ±$4.85 $106.09 – $115.79 $104.88 – $117.00 $100.66 – $121.22
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
±4.32%
Average actual move
2.85%
Beyond the implied move
1 / 4
Median IV change
-14.70%
Reaction session Implied Actual Used ATM IV before → after
May 04, 2026 ±4.99% -5.86% 1.17× —
August 04, 2025 ±4.01% +2.80% 0.70× 25.7% → 21.9%
May 05, 2025 ±4.14% -1.76% 0.42× 23.8% → 22.9%
February 10, 2025 ±4.15% -0.96% 0.23× 24.8% → 18.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →