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Lithia Motors LAD 316.52 0.88 0.28%

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 · $316.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$6.43 $310.09 – $322.95 $308.80 – $324.24 $302.72 – $330.32
2 sessions ±2.8% ±$8.96 $307.56 – $325.48 $305.66 – $327.38 $297.21 – $335.83
3 sessions ±3.6% ±$11.27 $305.25 – $327.79 $303.07 – $329.97 $292.50 – $340.54
1 week ±4.5% ±$14.34 $302.18 – $330.86 $298.98 – $334.06 $285.98 – $347.06
2 weeks ±6.3% ±$20.10 $296.42 – $336.62 $291.64 – $341.40 $273.60 – $359.44
3 weeks ±7.7% ±$24.25 $292.27 – $340.77 $286.36 – $346.68 $265.28 – $367.76
1 month ±8.9% ±$28.27 $288.25 – $344.79 $281.23 – $351.81 $256.60 – $376.44
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
±8.20%
Average actual move
3.25%
Beyond the implied move
0 / 2
Median IV change
-19.17%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±8.24% -1.88% 0.23× —
February 12, 2025 ±8.16% +4.62% 0.57× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →