BILI Moves

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Bilibili Inc BILI 14.24 -0.07 -0.49%

Previous-day view · Tue Nov 10 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 10, 2026 close · $14.24

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.2% ±$0.31	$13.92 – $14.55	$13.86 – $14.62	$13.56 – $14.92
2 sessions	±3.1% ±$0.44	$13.80 – $14.68	$13.71 – $14.77	$13.29 – $15.19
3 sessions	±3.9% ±$0.55	$13.68 – $14.79	$13.58 – $14.90	$13.06 – $15.42
1 week	±4.9% ±$0.70	$13.53 – $14.94	$13.38 – $15.10	$12.74 – $15.74
2 weeks Earnings	±9.6% ±$1.36	$12.88 – $15.60	$12.56 – $15.92	$11.37 – $17.10
3 weeks Earnings	±10.9% ±$1.54	$12.69 – $15.78	$12.32 – $16.15	$10.99 – $17.49
1 month Earnings	±12.2% ±$1.74	$12.50 – $15.98	$12.08 – $16.40	$10.58 – $17.89

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BILI reports in 10 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

±9.54%

Average actual move

5.67%

Beyond the implied move

1 / 6

Median IV change

-22.88%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 27, 2026	±7.00%	+3.81%	0.54×	—
May 19, 2026	±8.63%	+1.88%	0.22×	64.9% → 53.7%
August 21, 2025	±9.54%	-6.11%	0.64×	73.8% → 53.9%
May 20, 2025	±9.59%	+0.89%	0.09×	80.5% → 62.1%
February 20, 2025	±10.77%	+8.76%	0.81×	96.6% → 73.0%
November 14, 2024	±11.68%	-12.60%	1.08×	95.4% → 74.9%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →