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Webster Financial Corporation Waterbury WBS 0.0 0.0 0.0%

Previous-day view · Tue Nov 10 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 WBS.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±5.15%
Average actual move
7.28%
Beyond the implied move
1 / 2
Median IV change
-7.11%
Reaction session Implied Actual Used ATM IV before → after
January 17, 2025 ±5.01% +2.99% 0.60× —
October 17, 2024 ±5.30% +11.58% 2.19× 39.3% → 38.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →