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Criteo S CRTO 15.42 0.04 0.26%

Previous-day view · Fri Nov 6 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 06, 2026 close · $15.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.35 $15.07 – $15.77 $15.00 – $15.84 $14.67 – $16.17
2 sessions ±3.2% ±$0.49 $14.93 – $15.91 $14.83 – $16.01 $14.37 – $16.47
3 sessions ±4.0% ±$0.62 $14.80 – $16.04 $14.69 – $16.15 $14.11 – $16.73
1 week ±5.1% ±$0.78 $14.64 – $16.20 $14.46 – $16.38 $13.75 – $17.09
2 weeks ±7.1% ±$1.10 $14.32 – $16.52 $14.06 – $16.78 $13.08 – $17.76
3 weeks ±8.8% ±$1.36 $14.06 – $16.78 $13.73 – $17.11 $12.55 – $18.29
1 month ±10.5% ±$1.62 $13.80 – $17.04 $13.40 – $17.44 $11.98 – $18.86
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±12.43%
Average actual move
21.17%
Beyond the implied move
1 / 1
Median IV change
-30.10%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±12.43% -21.17% 1.70× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →