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Tenet Healthcare Corporation New THC 286.46 -5.79 -1.98%

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 · $286.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$5.53 $280.93 – $291.99 $279.84 – $293.08 $274.63 – $298.29
2 sessions ±2.7% ±$7.68 $278.78 – $294.14 $277.15 – $295.77 $269.93 – $302.99
3 sessions ±3.4% ±$9.65 $276.81 – $296.11 $274.94 – $297.98 $265.89 – $307.03
1 week ±4.3% ±$12.29 $274.17 – $298.75 $271.45 – $301.47 $260.31 – $312.61
2 weeks ±6.0% ±$17.22 $269.24 – $303.68 $265.15 – $307.77 $249.71 – $323.21
3 weeks ±7.3% ±$20.91 $265.55 – $307.37 $260.48 – $312.44 $242.29 – $330.63
1 month ±8.6% ±$24.49 $261.97 – $310.95 $255.89 – $317.03 $234.52 – $338.40
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
±9.25%
Average actual move
13.18%
Beyond the implied move
1 / 2
Median IV change
-27.76%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±8.31% +17.26% 2.08× —
February 12, 2025 ±10.19% -9.10% 0.89× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →