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Cellebrite DI Ltd CLBT 12.64 -0.06 -0.47%
Expected move
November 10, 2026 close · $12.64| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.0% ±$0.26 | $12.38 – $12.90 | $12.33 – $12.95 | $12.09 – $13.19 |
| 2 sessions Earnings | ±10.3% ±$1.31 | $11.33 – $13.95 | $11.01 – $14.27 | $9.81 – $15.47 |
| 3 sessions Earnings | ±10.9% ±$1.38 | $11.26 – $14.02 | $10.94 – $14.34 | $9.67 – $15.61 |
| 1 week Earnings | ±11.5% ±$1.45 | $11.19 – $14.09 | $10.84 – $14.44 | $9.59 – $15.69 |
| 2 weeks Earnings | ±12.5% ±$1.58 | $11.06 – $14.22 | $10.69 – $14.59 | $9.32 – $15.96 |
| 3 weeks Earnings | ±13.3% ±$1.68 | $10.96 – $14.32 | $10.56 – $14.72 | $9.10 – $16.18 |
| 1 month Earnings | ±14.2% ±$1.80 | $10.84 – $14.44 | $10.41 – $14.87 | $8.86 – $16.42 |
Earnings: priced against what happened
Average implied move
±13.19%
Average actual move
7.32%
Beyond the implied move
1 / 4
Median IV change
-56.10%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| February 11, 2026 | ±13.55% | -4.55% | 0.34× | — |
| May 14, 2025 | ±10.69% | -11.48% | 1.07× | — |
| February 13, 2025 | ±13.24% | -12.92% | 0.98× | — |
| November 06, 2024 | ±15.27% | -0.31% | 0.02× | 110.0% → 48.3% |