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Eldorado Gold Corporation EGO 34.66 1.12 3.34%

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 · $34.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.93 $33.73 – $35.59 $33.55 – $35.77 $32.67 – $36.65
2 sessions ±3.7% ±$1.29 $33.37 – $35.95 $33.10 – $36.22 $31.88 – $37.44
3 sessions ±4.7% ±$1.62 $33.04 – $36.28 $32.73 – $36.59 $31.21 – $38.11
1 week ±5.9% ±$2.06 $32.60 – $36.72 $32.14 – $37.18 $30.27 – $39.05
2 weeks ±8.3% ±$2.89 $31.77 – $37.55 $31.08 – $38.24 $28.49 – $40.83
3 weeks ±10.3% ±$3.58 $31.08 – $38.24 $30.21 – $39.11 $27.09 – $42.23
1 month ±12.3% ±$4.26 $30.40 – $38.92 $29.34 – $39.98 $25.62 – $43.70
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
±6.82%
Average actual move
9.15%
Beyond the implied move
2 / 2
Median IV change
-21.55%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±7.51% -9.72% 1.30× —
February 21, 2025 ±6.13% -8.59% 1.40× 45.2% → 41.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →