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CoStar Group Inc CSGP 32.58 1.26 4.02%

Previous-day view · Wed Nov 4 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 04, 2026 close · $32.58
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$0.73 $31.85 – $33.31 $31.71 – $33.45 $31.02 – $34.14
2 sessions ±3.1% ±$1.01 $31.57 – $33.59 $31.35 – $33.81 $30.40 – $34.76
3 sessions ±3.9% ±$1.27 $31.31 – $33.85 $31.06 – $34.10 $29.86 – $35.30
1 week ±5.0% ±$1.62 $30.96 – $34.20 $30.60 – $34.56 $29.13 – $36.03
2 weeks ±7.0% ±$2.27 $30.31 – $34.85 $29.77 – $35.39 $27.73 – $37.43
3 weeks ±8.5% ±$2.78 $29.80 – $35.36 $29.13 – $36.03 $26.71 – $38.45
1 month ±10.0% ±$3.25 $29.33 – $35.83 $28.52 – $36.64 $25.69 – $39.47
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
±8.75%
Average actual move
4.97%
Beyond the implied move
0 / 1
Median IV change
-31.55%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2025 ±8.75% +4.97% 0.57× 45.7% → 30.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →