JELD-WEN Holding, Inc. (JELD) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
JELD-WEN Holding, Inc. (JELD) operates in the Industrials sector, specifically the Construction industry, with a market capitalization near $130.1M, listed on NYSE, employing roughly 16,000 people, carrying a beta of 1.88 to the broader market. JELD-WEN Holding, Inc. Led by William J. Christensen, public since 2017-01-27.
Snapshot as of May 15, 2026.
- Spot Price
- $1.48
- Expected Move
- 47.0%
- Implied High
- $2.18
- Implied Low
- $0.78
- Front DTE
- 34 days
As of May 15, 2026, JELD-WEN Holding, Inc. (JELD) has an expected move of 46.96%, a one-standard-deviation implied price range of roughly $0.78 to $2.18 from the current $1.48. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
JELD Strategy Sizing to the Expected Move
With JELD-WEN Holding, Inc. pricing an expected move of 46.96% from $1.48, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for JELD derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $1.48 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 163.8% | 50.0% | $2.22 | $0.74 |
| Jul 17, 2026 | 63 | 186.6% | 77.5% | $2.63 | $0.33 |
| Oct 16, 2026 | 154 | 143.9% | 93.5% | $2.86 | $0.10 |
| Dec 18, 2026 | 217 | 157.5% | 121.4% | $3.28 | $-0.32 |
| Jan 15, 2027 | 245 | 159.8% | 130.9% | $3.42 | $-0.46 |
Frequently asked JELD expected move questions
- What is the current JELD expected move?
- As of May 15, 2026, JELD-WEN Holding, Inc. (JELD) has an expected move of 46.96% over the next 34 days, implying a one-standard-deviation price range of $0.78 to $2.18 from the current $1.48. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the JELD expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is JELD expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.