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Wynn Resorts Ltd WYNN 82.38 4.7 6.05%

Previous-day view · Wed Nov 4 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 04, 2026 close · $82.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.33 $81.13 – $83.79 $80.86 – $84.06 $79.61 – $85.31
2 sessions Earnings ±5.6% ±$4.64 $77.82 – $87.10 $76.68 – $88.24 $72.39 – $92.53
3 sessions Earnings ±6.1% ±$5.02 $77.44 – $87.48 $76.28 – $88.64 $71.68 – $93.24
1 week Earnings ±6.6% ±$5.47 $76.99 – $87.93 $75.67 – $89.25 $70.97 – $93.95
2 weeks Earnings ±7.7% ±$6.32 $76.14 – $88.78 $74.65 – $90.27 $69.13 – $95.79
3 weeks Earnings ±8.5% ±$7.03 $75.43 – $89.49 $73.75 – $91.17 $67.67 – $97.25
1 month Earnings ±9.4% ±$7.78 $74.68 – $90.24 $72.80 – $92.12 $66.09 – $98.83
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WYNN reports in 2 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
±5.56%
Average actual move
4.83%
Beyond the implied move
2 / 6
Median IV change
-26.60%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2026 ±5.53% +3.64% 0.66× —
May 08, 2026 ±4.75% -4.15% 0.87× —
August 08, 2025 ±5.26% -0.76% 0.15× 45.5% → 30.5%
May 07, 2025 ±5.48% +0.72% 0.13× 45.5% → 36.3%
February 14, 2025 ±6.23% +10.38% 1.67× —
November 05, 2024 ±6.08% -9.34% 1.53× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →