DLO Moves

DLocal Limited Class A Common DLO 13.42 -0.48 -3.45%

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Expected move

November 05, 2026 close · $13.38

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$0.25	$13.13 – $13.63	$13.08 – $13.68	$12.85 – $13.91
2 sessions	±2.6% ±$0.34	$13.04 – $13.72	$12.96 – $13.80	$12.64 – $14.12
3 sessions	±3.2% ±$0.43	$12.95 – $13.81	$12.86 – $13.90	$12.46 – $14.30
1 week	±4.1% ±$0.55	$12.83 – $13.93	$12.71 – $14.05	$12.21 – $14.55
2 weeks Earnings	±13.1% ±$1.75	$11.63 – $15.13	$11.22 – $15.54	$9.69 – $17.07
3 weeks Earnings	±13.7% ±$1.83	$11.55 – $15.21	$11.11 – $15.65	$9.53 – $17.23
1 month Earnings	±14.4% ±$1.93	$11.45 – $15.31	$10.99 – $15.77	$9.32 – $17.44

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DLO reports in 6 sessions; only the horizons marked Earnings include its jump. 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

±14.25%

Average actual move

15.29%

Beyond the implied move

2 / 4

Reaction session	Implied	Actual	Used	ATM IV before → after
August 14, 2026	±13.38%	-4.00%	0.30×	—
May 15, 2026	±12.05%	-13.03%	1.08×	—
August 14, 2025	±15.83%	+31.31%	1.98×	—
November 14, 2024	±15.76%	+12.83%	0.81×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →