Closed
⌘K
Sign in Sign up

Limbach Holdings LMB 49.92 2.99 6.37%

Previous-day view · Tue Nov 3 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 03, 2026 close · $49.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$1.49 $48.43 – $51.41 $48.13 – $51.71 $46.72 – $53.12
2 sessions ±4.2% ±$2.07 $47.85 – $51.99 $47.41 – $52.43 $45.45 – $54.39
3 sessions ±5.2% ±$2.61 $47.31 – $52.53 $46.80 – $53.04 $44.36 – $55.48
1 week ±6.7% ±$3.32 $46.60 – $53.24 $45.86 – $53.98 $42.85 – $56.99
2 weeks ±9.3% ±$4.66 $45.26 – $54.58 $44.16 – $55.68 $39.99 – $59.85
3 weeks ±11.6% ±$5.77 $44.15 – $55.69 $42.75 – $57.09 $37.73 – $62.11
1 month ±13.8% ±$6.87 $43.05 – $56.79 $41.34 – $58.50 $35.35 – $64.49
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LMB reports in 1 session; 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
±13.33%
Average actual move
19.35%
Beyond the implied move
2 / 4
Median IV change
-15.08%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±13.36% -32.55% 2.44× —
August 06, 2025 ±11.37% -18.22% 1.60× —
May 06, 2025 ±12.19% +10.99% 0.90× —
March 11, 2025 ±16.40% +15.63% 0.95× 117.7% → 99.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →