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GeneDx Holdings Corp WGS 64.36 -4.98 -7.18%

Previous-day view · Thu Nov 5 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 05, 2026 close · $64.61
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$2.36 $62.26 – $66.97 $61.79 – $67.44 $59.58 – $69.65
2 sessions ±5.1% ±$3.27 $61.35 – $67.88 $60.65 – $68.58 $57.57 – $71.66
3 sessions Earnings ±21.5% ±$13.92 $50.70 – $78.53 $47.49 – $81.74 $34.77 – $94.46
1 week Earnings ±22.4% ±$14.51 $50.11 – $79.12 $46.60 – $82.63 $34.12 – $95.11
2 weeks Earnings ±24.0% ±$15.53 $49.09 – $80.14 $45.44 – $83.79 $31.88 – $97.35
3 weeks Earnings ±25.4% ±$16.41 $48.21 – $81.02 $44.31 – $84.92 $30.14 – $99.09
1 month Earnings ±26.9% ±$17.38 $47.24 – $81.99 $43.05 – $86.18 $28.09 – $101.14
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WGS reports in 3 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
±20.56%
Average actual move
30.46%
Beyond the implied move
3 / 5
Median IV change
-26.66%
Reaction session Implied Actual Used ATM IV before → after
August 04, 2026 ±21.96% +4.48% 0.20× —
May 05, 2026 ±17.15% -49.20% 2.87× —
July 29, 2025 ±21.26% +8.09% 0.38× 161.1% → 75.3%
April 30, 2025 ±16.88% -42.85% 2.54× —
February 18, 2025 ±25.54% +47.69% 1.87× 137.6% → 100.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →