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e ELF 109.85 -3.78 -3.33%

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 · $111.29
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$2.92 $108.38 – $114.21 $107.79 – $114.80 $105.03 – $117.56
2 sessions ±3.6% ±$4.06 $107.23 – $115.35 $106.37 – $116.21 $102.53 – $120.05
3 sessions ±4.6% ±$5.12 $106.17 – $116.41 $105.19 – $117.39 $100.40 – $122.19
1 week ±5.8% ±$6.50 $104.79 – $117.79 $103.35 – $119.24 $97.45 – $125.14
2 weeks ±8.2% ±$9.13 $102.17 – $120.42 $100.01 – $122.58 $91.83 – $130.76
3 weeks ±9.5% ±$10.57 $100.72 – $121.86 $98.15 – $124.44 $88.94 – $133.64
1 month ±11.0% ±$12.20 $99.09 – $123.49 $96.07 – $126.52 $85.44 – $137.15
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
±13.27%
Average actual move
8.87%
Beyond the implied move
1 / 6
Median IV change
-25.61%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±11.59% -3.33% 0.29× —
August 06, 2026 ±13.40% +6.88% 0.51× —
May 21, 2026 ±13.75% +4.73% 0.34× —
February 05, 2026 ±13.29% -9.18% 0.69× —
August 07, 2025 ±12.91% -9.48% 0.73× —
February 07, 2025 ±14.69% -19.62% 1.34× 117.4% → 87.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →