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Lennar Corporation Class A LEN 92.19 6.1 7.09%

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 · $92.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$2.81 $90.06 – $95.67 $89.50 – $96.23 $86.86 – $98.87
2 sessions ±4.2% ±$3.91 $88.96 – $96.77 $88.14 – $97.59 $84.46 – $101.27
3 sessions ±5.3% ±$4.91 $87.96 – $97.77 $87.01 – $98.72 $82.42 – $103.31
1 week ±6.7% ±$6.25 $86.62 – $99.11 $85.24 – $100.49 $79.58 – $106.15
2 weeks ±9.4% ±$8.75 $84.12 – $101.61 $82.04 – $103.69 $74.19 – $111.54
3 weeks ±11.7% ±$10.84 $82.03 – $103.70 $79.39 – $106.34 $69.96 – $115.77
1 month ±13.9% ±$12.91 $79.96 – $105.77 $76.75 – $108.98 $65.49 – $120.24
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LEN reports in 29 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
±6.26%
Average actual move
4.07%
Beyond the implied move
0 / 6
Median IV change
-35.13%
Reaction session Implied Actual Used ATM IV before → after
September 17, 2026 ±6.03% +1.71% 0.28× —
June 12, 2026 ±5.32% -4.90% 0.92× —
September 19, 2025 ±5.83% -4.18% 0.72× 50.7% → 35.0%
June 17, 2025 ±6.90% -4.46% 0.65× 58.0% → 35.8%
March 21, 2025 ±6.79% -4.04% 0.60× 55.6% → 36.1%
December 19, 2024 ±6.72% -5.16% 0.77× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →