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Warner Bros WBD 0.0 0.0 0.0%

Previous-day view · Fri Nov 6 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 WBD.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±8.16%
Average actual move
5.89%
Beyond the implied move
1 / 5
Median IV change
-26.53%
Reaction session Implied Actual Used ATM IV before → after
February 26, 2026 ±3.43% -0.35% 0.10× —
August 07, 2025 ±8.05% -7.27% 0.90× 59.3% → 49.6%
May 08, 2025 ±9.99% +5.26% 0.53× 73.4% → 53.9%
February 27, 2025 ±10.38% +4.76% 0.46× 72.6% → 47.4%
November 07, 2024 ±8.95% +11.81% 1.32× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →