TREX Moves

Trex Company TREX 50.54 -0.6 -1.17%

Previous-day view · Mon Nov 2 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 02, 2026 close · $50.37

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.2% ±$1.13	$49.24 – $51.49	$49.01 – $51.72	$47.94 – $52.79
2 sessions	±3.1% ±$1.57	$48.79 – $51.94	$48.46 – $52.27	$46.98 – $53.75
3 sessions	±3.9% ±$1.98	$48.39 – $52.34	$48.00 – $52.73	$46.15 – $54.58
1 week	±5.0% ±$2.52	$47.85 – $52.88	$47.29 – $53.44	$45.01 – $55.72
2 weeks	±7.0% ±$3.52	$46.84 – $53.89	$46.00 – $54.73	$42.84 – $57.89
3 weeks	±8.7% ±$4.36	$46.00 – $54.73	$44.93 – $55.80	$41.13 – $59.60
1 month	±10.3% ±$5.20	$45.16 – $55.57	$43.87 – $56.86	$39.33 – $61.40

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TREX reports in 2 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

±10.52%

Average actual move

1.67%

Beyond the implied move

0 / 3

Median IV change

-37.40%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±12.28%	-1.80%	0.15×	97.7% → 48.0%
August 05, 2025	±9.21%	+2.27%	0.25×	65.9% → 41.6%
May 09, 2025	±10.08%	-0.93%	0.09×	84.2% → 52.7%

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