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West Pharmaceutical Services WST 392.48 -16.3 -3.99%

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 · $391.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$5.72 $385.74 – $397.18 $384.61 – $398.31 $379.21 – $403.71
2 sessions ±2.0% ±$7.95 $383.51 – $399.41 $381.83 – $401.09 $374.31 – $408.61
3 sessions ±2.6% ±$10.02 $381.44 – $401.48 $379.52 – $403.40 $370.13 – $412.79
1 week ±3.3% ±$12.72 $378.74 – $404.18 $375.88 – $407.04 $364.33 – $418.59
2 weeks ±4.6% ±$17.85 $373.61 – $409.31 $369.38 – $413.54 $353.33 – $429.59
3 weeks ±5.3% ±$20.94 $370.52 – $412.40 $365.43 – $417.49 $347.23 – $435.69
1 month ±6.1% ±$23.76 $367.70 – $415.22 $361.83 – $421.09 $341.12 – $441.80
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
±10.77%
Average actual move
19.63%
Beyond the implied move
1 / 2
Median IV change
-35.33%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±12.21% -1.04% 0.08× —
February 13, 2025 ±9.34% -38.22% 4.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →