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eBay Inc EBAY 123.35 -1.8 -1.44%

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 · $123.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.91 $121.44 – $125.26 $121.06 – $125.64 $119.24 – $127.46
2 sessions ±2.2% ±$2.66 $120.69 – $126.01 $120.12 – $126.58 $117.61 – $129.09
3 sessions ±2.7% ±$3.36 $119.99 – $126.71 $119.35 – $127.35 $116.21 – $130.49
1 week ±3.5% ±$4.26 $119.09 – $127.61 $118.14 – $128.56 $114.27 – $132.43
2 weeks ±4.8% ±$5.98 $117.37 – $129.33 $115.95 – $130.75 $110.60 – $136.10
3 weeks ±6.0% ±$7.40 $115.95 – $130.75 $114.15 – $132.55 $107.70 – $139.00
1 month ±7.1% ±$8.72 $114.63 – $132.07 $112.47 – $134.23 $104.87 – $141.83
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
±7.13%
Average actual move
5.18%
Beyond the implied move
2 / 6
Median IV change
-37.90%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±8.18% +2.69% 0.33× —
August 06, 2026 ±8.12% -0.91% 0.11× —
April 30, 2026 ±6.99% -0.30% 0.04× —
July 31, 2025 ±6.25% +18.30% 2.93× —
May 01, 2025 ±6.55% -0.72% 0.11× 47.7% → 29.6%
February 27, 2025 ±6.72% -8.19% 1.22× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →