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Tidewater TDW 69.08 -4.46 -6.06%

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 · $69.18
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.60 $67.58 – $70.78 $67.26 – $71.10 $65.75 – $72.61
2 sessions ±3.2% ±$2.23 $66.95 – $71.41 $66.48 – $71.88 $64.38 – $73.98
3 sessions Earnings ±8.8% ±$6.10 $63.08 – $75.28 $61.67 – $76.69 $56.09 – $82.27
1 week Earnings ±9.6% ±$6.63 $62.55 – $75.81 $60.95 – $77.41 $55.24 – $83.12
2 weeks Earnings ±11.1% ±$7.65 $61.53 – $76.83 $59.73 – $78.63 $53.05 – $85.31
3 weeks Earnings ±12.3% ±$8.50 $60.68 – $77.68 $58.66 – $79.70 $51.31 – $87.05
1 month Earnings ±13.6% ±$9.39 $59.79 – $78.57 $57.52 – $80.84 $49.42 – $88.94
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TDW reports in 3 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
±10.12%
Average actual move
14.72%
Beyond the implied move
2 / 3
Median IV change
-22.64%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±12.03% -2.38% 0.20× 84.7% → 60.8%
August 05, 2025 ±9.61% +29.20% 3.04× —
November 08, 2024 ±8.73% -12.60% 1.44× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →