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WBA 0.0 0.0 0.0%

Previous-day view · Wed Nov 4 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

No chain in the last ten days can size a move for WBA.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.14%
Average actual move
10.79%
Beyond the implied move
3 / 7
Median IV change
-33.65%
Reaction session Implied Actual Used ATM IV before → after
June 26, 2025 ±2.74% +0.62% 0.23× —
April 08, 2025 ±6.40% -1.12% 0.18× —
January 10, 2025 ±10.68% +27.55% 2.58× 86.9% → 111.2%
October 15, 2024 ±13.78% +15.78% 1.15× 112.2% → 58.7%
June 27, 2024 ±8.17% -22.16% 2.71× 59.0% → 77.9%
March 28, 2024 ±7.18% +3.19% 0.44× 58.0% → 34.7%
January 04, 2024 ±8.02% -5.12% 0.64× 58.2% → 38.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →