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Lumen Technologies LUMN 3.98 -0.49 -10.96%

Previous-day view · Thu Nov 5 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 05, 2026 close · $3.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$0.13 $3.79 – $4.06 $3.76 – $4.09 $3.63 – $4.22
2 sessions ±4.9% ±$0.20 $3.73 – $4.12 $3.69 – $4.16 $3.51 – $4.34
3 sessions ±6.2% ±$0.25 $3.68 – $4.17 $3.64 – $4.21 $3.41 – $4.44
1 week ±7.8% ±$0.31 $3.62 – $4.23 $3.55 – $4.30 $3.27 – $4.58
2 weeks ±10.3% ±$0.41 $3.52 – $4.33 $3.43 – $4.42 $3.07 – $4.78
3 weeks ±13.1% ±$0.52 $3.41 – $4.44 $3.29 – $4.56 $2.84 – $5.01
1 month ±14.4% ±$0.57 $3.36 – $4.49 $3.22 – $4.63 $2.72 – $5.13
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
±14.69%
Average actual move
10.45%
Beyond the implied move
2 / 6
Median IV change
-20.05%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2026 ±14.08% -9.39% 0.67× —
May 06, 2026 ±13.60% +6.28% 0.46× 101.1% → 80.8%
February 04, 2026 ±13.00% -21.63% 1.66× —
August 01, 2025 ±13.26% -16.63% 1.25× —
May 02, 2025 ±13.07% +7.39% 0.57× 109.8% → 94.3%
February 05, 2025 ±21.13% -1.39% 0.07× 144.7% → 82.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →