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W&T Offshore WTI 3.09 -0.03 -0.96%

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 · $3.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$0.11 $2.98 – $3.20 $2.96 – $3.22 $2.86 – $3.32
2 sessions ±4.8% ±$0.15 $2.94 – $3.24 $2.91 – $3.27 $2.77 – $3.41
3 sessions ±6.1% ±$0.19 $2.90 – $3.28 $2.87 – $3.31 $2.69 – $3.49
1 week ±7.7% ±$0.24 $2.85 – $3.33 $2.80 – $3.38 $2.58 – $3.60
2 weeks ±10.8% ±$0.33 $2.76 – $3.42 $2.68 – $3.50 $2.38 – $3.80
3 weeks ±12.9% ±$0.40 $2.69 – $3.49 $2.59 – $3.59 $2.24 – $3.94
1 month ±15.1% ±$0.47 $2.62 – $3.56 $2.51 – $3.67 $2.10 – $4.08
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
±14.40%
Average actual move
2.88%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±14.40% -2.88% 0.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →