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Expedia Group EXPE 272.48 -43.4 -13.74%

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 · $273.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$7.53 $265.47 – $280.53 $263.96 – $282.04 $256.87 – $289.13
2 sessions ±3.8% ±$10.46 $262.54 – $283.46 $260.33 – $285.67 $250.45 – $295.55
3 sessions ±4.8% ±$13.19 $259.81 – $286.19 $257.28 – $288.72 $244.94 – $301.06
1 week ±6.1% ±$16.73 $256.27 – $289.73 $252.53 – $293.48 $237.32 – $308.68
2 weeks ±8.2% ±$22.25 $250.75 – $295.25 $245.48 – $300.52 $225.55 – $320.45
3 weeks ±9.5% ±$25.91 $247.09 – $298.91 $240.79 – $305.21 $218.21 – $327.79
1 month ±10.8% ±$29.48 $243.52 – $302.48 $236.20 – $309.80 $210.48 – $335.52
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
±9.62%
Average actual move
9.25%
Beyond the implied move
3 / 6
Median IV change
-47.80%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±9.97% -13.74% 1.38× —
August 06, 2026 ±9.93% -4.09% 0.41× —
May 08, 2026 ±8.68% -9.02% 1.04× —
August 08, 2025 ±9.95% +4.08% 0.41× 68.0% → 32.3%
May 09, 2025 ±9.60% -7.30% 0.76× 71.0% → 40.5%
February 07, 2025 ±9.58% +17.27% 1.80× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →