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Lear Corporation LEA 114.1 -4.6 -3.88%

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 · $113.97
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.79 $112.18 – $115.76 $111.82 – $116.13 $110.12 – $117.83
2 sessions ±2.2% ±$2.50 $111.48 – $116.47 $110.95 – $116.99 $108.59 – $119.35
3 sessions ±2.8% ±$3.15 $110.83 – $117.12 $110.22 – $117.72 $107.28 – $120.66
1 week ±3.5% ±$3.99 $109.98 – $117.96 $109.10 – $118.85 $105.47 – $122.48
2 weeks ±4.9% ±$5.60 $108.38 – $119.57 $107.04 – $120.90 $102.02 – $125.93
3 weeks ±6.1% ±$6.94 $107.03 – $120.91 $105.35 – $122.60 $99.32 – $128.63
1 month ±7.3% ±$8.27 $105.71 – $122.24 $103.66 – $124.29 $96.46 – $131.49
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
±6.70%
Average actual move
2.48%
Beyond the implied move
0 / 1
Median IV change
-17.47%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2025 ±6.70% -2.48% 0.37× 47.0% → 37.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →