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Toll Brothers TOL 155.6 -2.89 -1.82%

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 · $155.60
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$2.44 $153.16 – $158.04 $152.66 – $158.54 $150.36 – $160.84
2 sessions ±2.2% ±$3.39 $152.21 – $158.99 $151.48 – $159.72 $148.27 – $162.93
3 sessions ±2.8% ±$4.28 $151.32 – $159.88 $150.50 – $160.70 $146.50 – $164.70
1 week ±3.5% ±$5.43 $150.17 – $161.03 $148.96 – $162.24 $144.01 – $167.19
2 weeks ±4.9% ±$7.62 $147.98 – $163.22 $146.16 – $165.04 $139.32 – $171.88
3 weeks ±6.1% ±$9.44 $146.16 – $165.04 $143.85 – $167.35 $135.62 – $175.58
1 month ±7.2% ±$11.25 $144.35 – $166.85 $141.55 – $169.65 $131.73 – $179.47
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TOL reports in 22 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
±6.24%
Average actual move
3.93%
Beyond the implied move
1 / 5
Median IV change
-27.83%
Reaction session Implied Actual Used ATM IV before → after
August 19, 2026 ±5.86% +4.00% 0.68× —
February 18, 2026 ±6.16% -2.34% 0.38× —
May 21, 2025 ±6.41% -0.48% 0.07× 47.9% → 35.1%
February 19, 2025 ±6.35% -5.87% 0.93× 46.9% → 29.7%
December 10, 2024 ±6.42% -6.95% 1.08× 56.3% → 40.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →