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Lamb Weston Holdings LW 55.08 -1.52 -2.69%

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 · $55.08
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.24 $53.84 – $56.32 $53.59 – $56.57 $52.43 – $57.73
2 sessions ±3.1% ±$1.72 $53.36 – $56.80 $52.99 – $57.17 $51.37 – $58.79
3 sessions ±3.9% ±$2.17 $52.91 – $57.25 $52.49 – $57.67 $50.46 – $59.70
1 week ±5.0% ±$2.75 $52.33 – $57.83 $51.71 – $58.45 $49.21 – $60.95
2 weeks ±7.0% ±$3.87 $51.21 – $58.95 $50.30 – $59.86 $46.83 – $63.33
3 weeks ±8.7% ±$4.79 $50.29 – $59.87 $49.13 – $61.03 $44.96 – $65.20
1 month ±10.4% ±$5.71 $49.37 – $60.79 $47.96 – $62.20 $42.98 – $67.18
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LW reports in 30 sessions; 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
±9.64%
Average actual move
13.80%
Beyond the implied move
1 / 2
Median IV change
-43.26%
Reaction session Implied Actual Used ATM IV before → after
October 06, 2026 ±9.98% +7.49% 0.75× —
December 19, 2024 ±9.30% -20.10% 2.16× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →