DOCU Moves

DocuSign DOCU 78.92 -1.58 -1.96%

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Expected move

November 05, 2026 close · $78.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$1.62	$77.30 – $80.54	$76.97 – $80.87	$75.44 – $82.40
2 sessions	±2.9% ±$2.26	$76.66 – $81.18	$76.19 – $81.65	$74.06 – $83.78
3 sessions	±3.6% ±$2.84	$76.08 – $81.76	$75.53 – $82.31	$72.87 – $84.97
1 week	±4.6% ±$3.61	$75.31 – $82.53	$74.51 – $83.33	$71.23 – $86.61
2 weeks	±6.4% ±$5.07	$73.85 – $83.99	$72.65 – $85.19	$68.12 – $89.72
3 weeks	±8.0% ±$6.27	$72.65 – $85.19	$71.12 – $86.72	$65.66 – $92.18
1 month Earnings	±12.5% ±$9.87	$69.05 – $88.79	$66.66 – $91.18	$58.16 – $99.68

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DOCU reports in 20 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

±11.09%

Average actual move

12.88%

Beyond the implied move

3 / 6

Median IV change

-36.32%

Reaction session	Implied	Actual	Used	ATM IV before → after
September 04, 2026	±10.72%	+3.70%	0.34×	—
June 05, 2026	±12.27%	-7.22%	0.59×	—
September 05, 2025	±10.82%	+4.75%	0.44×	78.3% → 37.0%
June 06, 2025	±9.74%	-18.97%	1.95×	70.8% → 74.1%
March 14, 2025	±11.88%	+14.81%	1.25×	88.8% → 56.5%
December 06, 2024	±11.11%	+27.86%	2.51×	—

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