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Nexstar Media Group NXST 187.97 2.85 1.54%

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 · $184.30
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$3.91 $180.39 – $188.21 $179.60 – $189.00 $175.91 – $192.69
2 sessions ±3.0% ±$5.44 $178.86 – $189.74 $177.70 – $190.90 $172.56 – $196.04
3 sessions ±3.7% ±$6.86 $177.44 – $191.16 $176.12 – $192.48 $169.70 – $198.90
1 week ±4.7% ±$8.72 $175.58 – $193.02 $173.65 – $194.95 $165.74 – $202.86
2 weeks ±6.6% ±$12.22 $172.08 – $196.52 $169.19 – $199.41 $158.22 – $210.38
3 weeks ±7.8% ±$14.34 $169.96 – $198.64 $166.48 – $202.12 $154.00 – $214.60
1 month ±8.8% ±$16.31 $167.99 – $200.61 $163.95 – $204.65 $149.74 – $218.86
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
±6.83%
Average actual move
2.69%
Beyond the implied move
0 / 3
Median IV change
+14.32%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±7.48% -1.36% 0.18× —
August 07, 2025 ±6.71% -1.32% 0.20× —
May 08, 2025 ±6.29% +5.40% 0.86× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →