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Wolfspeed WOLF 23.79 3.43 16.85%

Previous-day view · Fri Nov 6 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 06, 2026 close · $23.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.9% ±$1.17 $22.62 – $24.97 $22.38 – $25.21 $21.27 – $26.32
2 sessions ±6.9% ±$1.63 $22.16 – $25.43 $21.81 – $25.78 $20.27 – $27.33
3 sessions ±8.7% ±$2.06 $21.74 – $25.86 $21.34 – $26.26 $19.41 – $28.19
1 week ±11.0% ±$2.62 $21.18 – $26.42 $20.59 – $27.00 $18.22 – $29.38
2 weeks ±14.6% ±$3.48 $20.31 – $27.28 $19.49 – $28.11 $16.36 – $31.23
3 weeks ±17.2% ±$4.09 $19.70 – $27.89 $18.71 – $28.89 $15.15 – $32.45
1 month ±19.9% ±$4.73 $19.07 – $28.53 $17.89 – $29.70 $13.77 – $33.83
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
±19.05%
Average actual move
11.89%
Beyond the implied move
1 / 4
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±13.01% -10.66% 0.82× —
August 20, 2026 ±17.26% -9.42% 0.55× —
May 09, 2025 ±22.35% -25.96% 1.16× —
January 30, 2025 ±23.58% +1.50% 0.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →