NBR Moves

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Nabors Industries Ltd NBR 77.32 0.38 0.49%

Previous-day view · Tue Nov 10 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 10, 2026 close · $77.03

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$2.03	$75.01 – $79.06	$74.60 – $79.47	$72.68 – $81.39
2 sessions	±3.7% ±$2.82	$74.21 – $79.85	$73.61 – $80.45	$70.95 – $83.12
3 sessions	±4.6% ±$3.55	$73.48 – $80.58	$72.80 – $81.27	$69.47 – $84.60
1 week	±5.9% ±$4.52	$72.52 – $81.55	$71.51 – $82.56	$67.41 – $86.65
2 weeks	±8.2% ±$6.34	$70.69 – $83.37	$69.19 – $84.87	$63.51 – $90.55
3 weeks	±10.2% ±$7.85	$69.18 – $84.88	$67.27 – $86.79	$60.45 – $93.62
1 month	±12.1% ±$9.35	$67.68 – $86.38	$65.36 – $88.70	$57.21 – $96.85

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

±10.05%

Average actual move

7.10%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 13, 2025	±10.05%	-7.10%	0.71×	—

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