TPC Moves

Tutor Perini Corporation TPC 81.85 -1.28 -1.54%

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Expected move

November 05, 2026 close · $80.50

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$1.62	$78.88 – $82.12	$78.55 – $82.45	$77.02 – $83.98
2 sessions	±2.8% ±$2.25	$78.25 – $82.75	$77.77 – $83.23	$75.64 – $85.36
3 sessions	±3.5% ±$2.83	$77.67 – $83.33	$77.11 – $83.89	$74.45 – $86.55
1 week	±4.5% ±$3.61	$76.89 – $84.11	$76.09 – $84.91	$72.81 – $88.19
2 weeks	±6.3% ±$5.06	$75.44 – $85.56	$74.24 – $86.76	$69.70 – $91.30
3 weeks	±7.8% ±$6.27	$74.23 – $86.77	$72.71 – $88.29	$67.25 – $93.75
1 month	±9.3% ±$7.47	$73.03 – $87.97	$71.18 – $89.82	$64.67 – $96.33

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

±14.23%

Average actual move

15.98%

Beyond the implied move

2 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±13.66%	-15.49%	1.13×	—
August 07, 2025	±14.81%	+16.48%	1.11×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →