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Wabtec Inc WAB 278.48 -16.49 -5.59%

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 · $279.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$3.67 $276.03 – $283.36 $275.30 – $284.09 $271.86 – $287.53
2 sessions ±1.8% ±$5.10 $274.60 – $284.79 $273.54 – $285.85 $268.73 – $290.66
3 sessions ±2.3% ±$6.41 $273.29 – $286.10 $272.06 – $287.33 $266.07 – $293.32
1 week ±2.9% ±$8.13 $271.56 – $287.83 $269.74 – $289.65 $262.35 – $297.04
2 weeks ±4.1% ±$11.42 $268.28 – $291.11 $265.57 – $293.82 $255.33 – $304.06
3 weeks ±4.8% ±$13.54 $266.16 – $293.23 $262.86 – $296.53 $251.05 – $308.34
1 month ±5.6% ±$15.57 $264.12 – $295.27 $260.26 – $299.13 $246.69 – $312.70
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
±5.47%
Average actual move
6.15%
Beyond the implied move
1 / 2
Median IV change
-11.95%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±6.23% +3.23% 0.52× —
February 12, 2025 ±4.71% -9.06% 1.92× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →