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Lithium Americas Corp LAC 1.93 0.09 4.89%

Previous-day view · Fri Nov 6 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 06, 2026 close · $1.93
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.06 $1.87 – $1.99 $1.85 – $2.01 $1.79 – $2.07
2 sessions ±4.7% ±$0.09 $1.84 – $2.02 $1.82 – $2.04 $1.74 – $2.12
3 sessions ±5.9% ±$0.11 $1.82 – $2.04 $1.80 – $2.06 $1.69 – $2.17
1 week Earnings ±8.7% ±$0.17 $1.76 – $2.10 $1.72 – $2.14 $1.58 – $2.28
2 weeks Earnings ±11.8% ±$0.23 $1.70 – $2.16 $1.65 – $2.21 $1.45 – $2.41
3 weeks Earnings ±14.2% ±$0.27 $1.66 – $2.20 $1.59 – $2.27 $1.36 – $2.50
1 month Earnings ±16.5% ±$0.32 $1.61 – $2.25 $1.53 – $2.33 $1.26 – $2.60
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LAC reports in 5 sessions; only the horizons marked Earnings include its jump. 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
±7.72%
Average actual move
4.40%
Beyond the implied move
0 / 2
Median IV change
-9.69%
Reaction session Implied Actual Used ATM IV before → after
May 14, 2026 ±8.94% -6.20% 0.69× 96.1% → 86.8%
May 15, 2025 ±6.49% +2.60% 0.40× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →