LSTR Moves

Landstar System Inc LSTR 145.64 -5.61 -3.71%

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Expected move

November 05, 2026 close · $145.41

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$2.27	$143.14 – $147.68	$142.69 – $148.13	$140.54 – $150.28
2 sessions	±2.2% ±$3.15	$142.25 – $148.56	$141.58 – $149.23	$138.60 – $152.21
3 sessions	±2.7% ±$3.97	$141.44 – $149.38	$140.67 – $150.15	$136.94 – $153.87
1 week	±3.5% ±$5.06	$140.35 – $150.47	$139.23 – $151.59	$134.65 – $156.17
2 weeks	±4.9% ±$7.09	$138.31 – $152.50	$136.64 – $154.18	$130.27 – $160.54
3 weeks	±6.0% ±$8.78	$136.62 – $154.19	$134.49 – $156.33	$126.85 – $163.96
1 month	±7.2% ±$10.45	$134.95 – $155.86	$132.35 – $158.46	$123.23 – $167.58

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

±4.50%

Average actual move

2.50%

Beyond the implied move

0 / 1

Median IV change

+7.52%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 13, 2025	±4.50%	-2.50%	0.56×	—

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