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Centrus Energy Corp LEU 89.03 -3.55 -3.83%

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 · $88.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.2% ±$3.73 $84.63 – $92.10 $83.88 – $92.85 $80.35 – $96.38
2 sessions ±5.9% ±$5.19 $83.17 – $93.56 $82.07 – $94.67 $77.16 – $99.57
3 sessions ±7.4% ±$6.53 $81.83 – $94.90 $80.56 – $96.17 $74.44 – $102.29
1 week ±9.4% ±$8.31 $80.05 – $96.68 $78.19 – $98.54 $70.65 – $106.08
2 weeks ±13.2% ±$11.66 $76.70 – $100.03 $73.94 – $102.80 $63.47 – $113.26
3 weeks ±16.0% ±$14.14 $74.22 – $102.51 $70.78 – $105.95 $58.47 – $118.26
1 month ±18.7% ±$16.56 $71.81 – $104.93 $67.70 – $109.03 $53.26 – $123.47
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
±16.04%
Average actual move
17.14%
Beyond the implied move
1 / 2
Median IV change
+11.93%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±16.43% +12.27% 0.75× —
May 08, 2025 ±15.66% +22.01% 1.41× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →