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Baidu BIDU 79.48 -0.95 -1.18%

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 · $79.48
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.55 $77.93 – $81.03 $77.62 – $81.34 $76.16 – $82.80
2 sessions ±2.7% ±$2.15 $77.33 – $81.63 $76.87 – $82.09 $74.84 – $84.12
3 sessions ±3.4% ±$2.71 $76.77 – $82.19 $76.25 – $82.71 $73.71 – $85.25
1 week ±4.3% ±$3.44 $76.04 – $82.92 $75.27 – $83.69 $72.14 – $86.82
2 weeks Earnings ±9.7% ±$7.72 $71.76 – $87.20 $69.94 – $89.02 $63.20 – $95.76
3 weeks Earnings ±10.7% ±$8.50 $70.98 – $87.98 $68.95 – $90.01 $61.60 – $97.36
1 month Earnings ±11.8% ±$9.35 $70.13 – $88.83 $67.88 – $91.08 $59.83 – $99.13
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BIDU reports in 7 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
±6.63%
Average actual move
5.78%
Beyond the implied move
2 / 7
Median IV change
-17.64%
Reaction session Implied Actual Used ATM IV before → after
August 18, 2026 ±6.80% -12.73% 1.87× —
May 18, 2026 ±7.78% +1.76% 0.23× —
February 26, 2026 ±6.67% -5.65% 0.85× —
August 20, 2025 ±5.37% -2.59% 0.48× 44.7% → 35.4%
May 21, 2025 ±5.73% -4.32% 0.75× 47.2% → 40.1%
February 18, 2025 ±8.36% -7.51% 0.90× 64.4% → 58.5%
November 21, 2024 ±5.72% -5.90% 1.03× 47.3% → 37.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →