Western Digital Corp WDC 323.83 -23.52 -6.77% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $323.97| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.3% ±$10.79 | $313.18 – $334.76 | $311.01 – $336.93 | $300.81 – $347.13 |
| 2 sessions | ±4.6% ±$15.03 | $308.94 – $339.00 | $305.76 – $342.18 | $291.57 – $356.37 |
| 3 sessions | ±5.7% ±$18.47 | $305.50 – $342.44 | $301.94 – $346.00 | $284.64 – $363.30 |
| 1 week | ±7.1% ±$23.03 | $300.94 – $347.00 | $295.82 – $352.12 | $274.92 – $373.02 |
| 2 weeks | ±10.0% ±$32.53 | $291.44 – $356.50 | $283.70 – $364.24 | $254.54 – $393.40 |
| 3 weeks | ±12.4% ±$40.17 | $283.80 – $364.14 | $274.05 – $373.89 | $239.09 – $408.85 |
| 1 month | ±14.4% ±$46.55 | $277.42 – $370.52 | $265.85 – $382.09 | $225.29 – $422.65 |
Earnings: priced against what happened
Average implied move
±8.56%
Average actual move
7.49%
Beyond the implied move
3 / 6
Median IV change
-17.09%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 23, 2026 | ±7.69% | -2.97% | 0.39× | — |
| August 06, 2026 | ±10.32% | -13.03% | 1.26× | 104.6% → 81.0% |
| May 01, 2026 | ±8.50% | -0.69% | 0.08× | — |
| January 30, 2026 | ±10.45% | -10.12% | 0.97× | — |
| July 31, 2025 | ±6.53% | +10.16% | 1.56× | 51.3% → 42.5% |
| April 30, 2025 | ±7.88% | +7.98% | 1.01× | 60.1% → 51.8% |