NE Moves

Noble Corporation plc NE 40.87 0.99 2.48%

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Expected move

November 06, 2026 close · $41.17

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$0.96	$40.20 – $42.13	$40.01 – $42.32	$39.10 – $43.23
2 sessions	±3.3% ±$1.33	$39.83 – $42.50	$39.54 – $42.79	$38.28 – $44.05
3 sessions	±4.1% ±$1.68	$39.48 – $42.85	$39.16 – $43.18	$37.58 – $44.75
1 week	±5.2% ±$2.14	$39.03 – $43.31	$38.55 – $43.78	$36.61 – $45.73
2 weeks	±7.3% ±$3.00	$38.16 – $44.17	$37.45 – $44.88	$34.76 – $47.58
3 weeks	±8.9% ±$3.66	$37.50 – $44.83	$36.61 – $45.73	$33.41 – $48.92
1 month	±10.5% ±$4.33	$36.83 – $45.50	$35.76 – $46.58	$31.98 – $50.35

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

±7.43%

Average actual move

2.08%

Beyond the implied move

0 / 1

Median IV change

-14.02%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±7.43%	+2.08%	0.28×	54.3% → 45.6%

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