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Wayfair Inc W 113.38 -10.18 -8.24%

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 · $113.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$3.34 $110.04 – $116.72 $109.36 – $117.40 $106.20 – $120.56
2 sessions ±4.1% ±$4.66 $108.72 – $118.04 $107.73 – $119.03 $103.33 – $123.43
3 sessions ±5.2% ±$5.86 $107.52 – $119.24 $106.38 – $120.38 $100.90 – $125.86
1 week ±6.6% ±$7.45 $105.93 – $120.83 $104.26 – $122.50 $97.51 – $129.25
2 weeks ±8.8% ±$10.01 $103.37 – $123.39 $101.00 – $125.76 $92.02 – $134.74
3 weeks ±10.6% ±$12.06 $101.32 – $125.44 $98.38 – $128.38 $87.89 – $138.87
1 month ±12.2% ±$13.88 $99.50 – $127.26 $96.06 – $130.70 $83.95 – $142.81
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
±13.21%
Average actual move
11.75%
Beyond the implied move
2 / 6
Median IV change
-32.76%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±12.55% +11.00% 0.88× —
August 04, 2026 ±12.32% +29.97% 2.43× —
April 30, 2026 ±12.66% -12.75% 1.01× —
August 04, 2025 ±12.80% +12.66% 0.99× 92.4% → 65.1%
May 01, 2025 ±15.12% +3.55% 0.23× —
February 20, 2025 ±13.81% -0.58% 0.04× 99.8% → 63.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →