LFUS Moves

Littelfuse Inc LFUS 355.72 7.33 2.1%

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Expected move

November 06, 2026 close · $355.72

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.5% ±$8.96	$346.76 – $364.68	$344.94 – $366.50	$336.48 – $374.96
2 sessions	±3.5% ±$12.49	$343.23 – $368.21	$340.60 – $370.84	$328.79 – $382.65
3 sessions	±4.4% ±$15.72	$340.00 – $371.44	$336.97 – $374.47	$322.25 – $389.19
1 week	±5.6% ±$19.99	$335.73 – $375.71	$331.28 – $380.16	$313.14 – $398.30
2 weeks	±7.9% ±$28.03	$327.69 – $383.75	$321.04 – $390.40	$295.89 – $415.55
3 weeks	±9.3% ±$33.15	$322.57 – $388.87	$314.49 – $396.95	$285.64 – $425.80
1 month	±10.8% ±$38.42	$317.30 – $394.14	$307.77 – $403.67	$274.30 – $437.14

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

±13.51%

Average actual move

4.46%

Beyond the implied move

0 / 1

Median IV change

-16.78%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±13.51%	+4.46%	0.33×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →