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Enpro Inc NPO 257.26 -20.21 -7.28%

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 · $257.26
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$5.69 $251.57 – $262.95 $250.44 – $264.08 $245.09 – $269.43
2 sessions ±3.1% ±$7.90 $249.36 – $265.16 $247.69 – $266.83 $240.23 – $274.29
3 sessions ±3.9% ±$9.96 $247.30 – $267.22 $245.40 – $269.12 $236.09 – $278.43
1 week ±4.9% ±$12.63 $244.63 – $269.89 $241.80 – $272.72 $230.32 – $284.20
2 weeks ±6.9% ±$17.73 $239.53 – $274.99 $235.32 – $279.20 $219.42 – $295.10
3 weeks ±8.2% ±$21.10 $236.16 – $278.36 $231.02 – $283.50 $212.65 – $301.87
1 month ±9.4% ±$24.29 $232.97 – $281.55 $226.93 – $287.59 $205.73 – $308.79
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
±8.15%
Average actual move
4.33%
Beyond the implied move
0 / 5
Median IV change
-19.84%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.38% +3.66% 0.44× 60.3% → 48.4%
February 18, 2026 ±7.80% +0.70% 0.09× —
August 05, 2025 ±8.24% +4.28% 0.52× —
May 06, 2025 ±10.01% +6.86% 0.68× —
February 19, 2025 ±6.32% +6.17% 0.98× 38.0% → 29.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →