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Dave Inc DAVE 275.34 -60.88 -18.11% Regime: Trend Down (95%)

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 · $275.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$9.77 $265.57 – $285.11 $263.61 – $287.07 $254.39 – $296.29
2 sessions ±4.9% ±$13.57 $261.77 – $288.91 $258.87 – $291.81 $246.04 – $304.64
3 sessions ±6.2% ±$17.10 $258.24 – $292.44 $254.94 – $295.74 $238.91 – $311.77
1 week ±7.9% ±$21.75 $253.59 – $297.09 $248.74 – $301.94 $229.03 – $321.65
2 weeks ±11.1% ±$30.51 $244.83 – $305.85 $237.59 – $313.09 $210.25 – $340.43
3 weeks ±13.3% ±$36.62 $238.72 – $311.96 $229.80 – $320.88 $197.94 – $352.74
1 month ±15.2% ±$41.74 $233.60 – $317.08 $223.25 – $327.43 $186.87 – $363.81
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
±15.08%
Average actual move
19.87%
Beyond the implied move
3 / 5
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±13.95% -18.11% 1.30× —
August 06, 2026 ±13.62% -15.09% 1.11× —
May 06, 2026 ±11.26% -6.61% 0.59× —
August 06, 2025 ±19.70% -17.89% 0.91× —
May 08, 2025 ±16.88% +41.64% 2.47× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →