ETOR Moves

eToro Group Ltd ETOR 22.97 0.28 1.26%

Previous-day view · Fri Nov 6 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 06, 2026 close · $22.97

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.4% ±$0.77	$22.20 – $23.74	$22.05 – $23.89	$21.32 – $24.62
2 sessions	±4.7% ±$1.07	$21.90 – $24.04	$21.67 – $24.27	$20.66 – $25.28
3 sessions	±5.9% ±$1.35	$21.62 – $24.32	$21.36 – $24.58	$20.10 – $25.84
1 week	±7.5% ±$1.71	$21.26 – $24.68	$20.88 – $25.06	$19.32 – $26.62
2 weeks	±10.5% ±$2.40	$20.57 – $25.37	$20.00 – $25.94	$17.84 – $28.10

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ETOR reports in 2 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

±11.72%

Average actual move

9.20%

Beyond the implied move

1 / 4

Median IV change

-6.35%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±9.04%	-13.74%	1.52×	—
May 12, 2026	±11.29%	-2.94%	0.26×	—
August 12, 2025	±11.62%	-8.25%	0.71×	—
June 10, 2025	±14.94%	-11.86%	0.79×	109.5% → 102.5%

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