LH Moves

Labcorp Holdings Inc LH 363.3 -4.49 -1.22%

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Expected move

November 05, 2026 close · $363.30

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$4.76	$358.54 – $368.06	$357.60 – $369.00	$353.09 – $373.51
2 sessions	±1.8% ±$6.61	$356.69 – $369.91	$355.27 – $371.33	$349.02 – $377.58
3 sessions	±2.3% ±$8.32	$354.98 – $371.62	$353.38 – $373.22	$345.57 – $381.03
1 week	±2.9% ±$10.57	$352.73 – $373.87	$350.37 – $376.23	$340.74 – $385.86
2 weeks	±4.1% ±$14.86	$348.44 – $378.16	$344.92 – $381.68	$331.62 – $394.98
3 weeks	±4.9% ±$17.66	$345.64 – $380.96	$341.32 – $385.28	$325.95 – $400.65
1 month	±5.6% ±$20.34	$342.96 – $383.64	$337.91 – $388.69	$320.18 – $406.42

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

±4.90%

Average actual move

2.11%

Beyond the implied move

0 / 1

Median IV change

-21.08%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 17, 2026	±4.90%	-2.11%	0.43×	—

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