WS Moves

Worthington Steel WS 36.72 0.82 2.28%

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Expected move

November 06, 2026 close · $36.81

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.9% ±$1.06	$35.75 – $37.87	$35.54 – $38.08	$34.54 – $39.08
2 sessions	±4.0% ±$1.47	$35.34 – $38.28	$35.02 – $38.60	$33.64 – $39.98
3 sessions	±5.0% ±$1.85	$34.96 – $38.66	$34.60 – $39.02	$32.86 – $40.76
1 week	±6.4% ±$2.36	$34.45 – $39.17	$33.93 – $39.69	$31.79 – $41.83
2 weeks	±9.0% ±$3.31	$33.50 – $40.12	$32.72 – $40.90	$29.76 – $43.86
3 weeks	±11.1% ±$4.09	$32.72 – $40.90	$31.72 – $41.90	$28.16 – $45.46
1 month	±13.3% ±$4.88	$31.93 – $41.69	$30.72 – $42.90	$26.47 – $47.15

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WS reports in 28 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

±14.99%

Average actual move

6.89%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
October 07, 2026	±14.99%	-6.89%	0.46×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →