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Williams Companies Inc WMB 67.86 -4.61 -6.36%

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 · $67.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.17 $66.75 – $69.09 $66.52 – $69.32 $65.42 – $70.42
2 sessions ±2.4% ±$1.62 $66.30 – $69.54 $65.96 – $69.88 $64.42 – $71.42
3 sessions ±3.0% ±$2.04 $65.88 – $69.96 $65.48 – $70.36 $63.57 – $72.27
1 week ±3.8% ±$2.59 $65.33 – $70.51 $64.74 – $71.10 $62.39 – $73.45
2 weeks ±5.4% ±$3.68 $64.24 – $71.60 $63.36 – $72.48 $60.06 – $75.78
3 weeks ±6.0% ±$4.10 $63.82 – $72.02 $62.83 – $73.01 $59.27 – $76.57
1 month ±6.3% ±$4.26 $63.66 – $72.18 $62.60 – $73.24 $58.89 – $76.95
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±4.28%
Average actual move
2.15%
Beyond the implied move
1 / 7
Median IV change
-19.11%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±5.20% +1.80% 0.35× —
August 04, 2026 ±4.05% +1.53% 0.38× —
May 05, 2026 ±3.98% +0.94% 0.24× 34.2% → 28.7%
February 10, 2026 ±4.94% +1.46% 0.30× —
August 05, 2025 ±3.82% -2.09% 0.55× 33.9% → 25.7%
May 06, 2025 ±4.03% -2.44% 0.61× 37.5% → 29.2%
February 13, 2025 ±3.92% +4.82% 1.23× 31.8% → 29.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →