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NexGen Energy Ltd NXE 7.93 -0.07 -0.88%

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 · $7.95
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.19 $7.76 – $8.13 $7.72 – $8.17 $7.55 – $8.34
2 sessions ±3.2% ±$0.25 $7.69 – $8.20 $7.63 – $8.26 $7.39 – $8.50
3 sessions ±4.1% ±$0.32 $7.62 – $8.27 $7.56 – $8.33 $7.26 – $8.63
1 week ±5.2% ±$0.41 $7.53 – $8.36 $7.44 – $8.45 $7.07 – $8.82
2 weeks Earnings ±10.4% ±$0.82 $7.12 – $8.77 $6.93 – $8.96 $6.21 – $9.68
3 weeks Earnings ±11.7% ±$0.92 $7.02 – $8.87 $6.79 – $9.10 $5.99 – $9.90
1 month Earnings ±13.1% ±$1.04 $6.91 – $8.98 $6.65 – $9.24 $5.76 – $10.13
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NXE reports in 9 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
±8.82%
Average actual move
4.05%
Beyond the implied move
0 / 2
Median IV change
-4.72%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.90% +6.27% 0.63× 74.4% → 69.4%
August 07, 2025 ±7.74% -1.83% 0.24× 61.5% → 57.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →