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Dayforce DAY 69.86 0.94 1.36%

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

No chain in the last ten days can size a move for DAY.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.83%
Average actual move
3.40%
Beyond the implied move
0 / 2
Median IV change
-35.45%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±9.07% +0.36% 0.04× 66.0% → 37.1%
May 07, 2025 ±8.59% -6.44% 0.75× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →