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Workday WDAY 201.84 3.9 1.97%

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

November 04, 2026 close · $201.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$3.80 $198.07 – $205.67 $197.31 – $206.43 $193.71 – $210.03
2 sessions ±2.6% ±$5.29 $196.58 – $207.16 $195.47 – $208.27 $190.46 – $213.28
3 sessions ±3.3% ±$6.66 $195.21 – $208.53 $193.94 – $209.80 $187.70 – $216.04
1 week ±4.2% ±$8.46 $193.41 – $210.33 $191.53 – $212.21 $183.84 – $219.90
2 weeks ±5.9% ±$11.87 $190.00 – $213.74 $187.19 – $216.55 $176.56 – $227.18
3 weeks Earnings ±11.0% ±$22.25 $179.62 – $224.12 $174.33 – $229.41 $155.12 – $248.62
1 month Earnings ±12.0% ±$24.16 $177.71 – $226.03 $171.89 – $231.85 $151.08 – $252.66
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WDAY reports in 15 sessions; only the horizons marked Earnings include its jump. 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
±9.32%
Average actual move
5.84%
Beyond the implied move
1 / 7
Median IV change
-46.61%
Reaction session Implied Actual Used ATM IV before → after
August 28, 2026 ±8.27% +5.76% 0.70× —
May 22, 2026 ±10.92% +5.16% 0.47× 87.1% → 55.7%
February 25, 2026 ±10.67% +2.24% 0.21× —
August 22, 2025 ±8.41% -2.77% 0.33× 61.1% → 25.1%
May 23, 2025 ±7.31% -12.52% 1.71× —
February 26, 2025 ±9.21% +6.22% 0.68× 60.6% → 36.6%
November 27, 2024 ±10.42% -6.21% 0.60× 67.7% → 31.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →