Lockheed Martin Corp LMT 595.04 -43.96 -6.88% Regime: Vol Expansion (66%)
Expected move
November 04, 2026 close · $595.04| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.4% ±$8.51 | $586.53 – $603.55 | $584.81 – $605.27 | $576.71 – $613.37 |
| 2 sessions | ±2.0% ±$11.90 | $583.14 – $606.94 | $580.64 – $609.44 | $569.45 – $620.63 |
| 3 sessions | ±2.5% ±$15.11 | $579.93 – $610.15 | $577.01 – $613.07 | $562.85 – $627.23 |
| 1 week | ±3.3% ±$19.40 | $575.64 – $614.44 | $571.30 – $618.78 | $553.68 – $636.40 |
| 2 weeks | ±4.5% ±$26.54 | $568.50 – $621.58 | $562.25 – $627.83 | $538.45 – $651.63 |
| 3 weeks | ±5.3% ±$31.72 | $563.32 – $626.76 | $555.65 – $634.43 | $528.04 – $662.04 |
| 1 month | ±6.1% ±$36.36 | $558.68 – $631.40 | $549.64 – $640.44 | $517.92 – $672.16 |
Earnings: priced against what happened
Average implied move
±4.71%
Average actual move
6.74%
Beyond the implied move
5 / 7
Median IV change
-23.95%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 22, 2026 | ±4.83% | +6.96% | 1.44× | — |
| July 23, 2026 | ±5.11% | +10.54% | 2.06× | — |
| April 23, 2026 | ±4.52% | -4.62% | 1.02× | 40.5% → 32.9% |
| January 29, 2026 | ±4.78% | +4.23% | 0.88× | — |
| July 22, 2025 | ±4.18% | -10.81% | 2.59× | — |
| April 22, 2025 | ±5.12% | +0.82% | 0.16× | 44.0% → 31.1% |
| January 28, 2025 | ±4.43% | -9.18% | 2.07× | — |