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WW International WW 13.05 1.03 8.57%

Previous-day view · Wed Nov 11 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 11, 2026 close · $13.05
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.5% ±$0.72 $12.33 – $13.77 $12.18 – $13.92 $11.50 – $14.60
2 sessions ±7.7% ±$1.01 $12.04 – $14.06 $11.83 – $14.27 $10.88 – $15.22
3 sessions ±9.7% ±$1.27 $11.78 – $14.32 $11.54 – $14.56 $10.35 – $15.75
1 week ±12.3% ±$1.61 $11.44 – $14.66 $11.08 – $15.02 $9.62 – $16.48
2 weeks ±16.3% ±$2.13 $10.92 – $15.18 $10.41 – $15.69 $8.50 – $17.60
3 weeks ±19.2% ±$2.51 $10.54 – $15.56 $9.93 – $16.17 $7.75 – $18.35
1 month ±22.2% ±$2.90 $10.15 – $15.95 $9.44 – $16.66 $6.91 – $19.19
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
±21.58%
Average actual move
12.27%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
August 11, 2025 ±21.58% -12.27% 0.57× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →