Pre-market
⌘K
Sign in Sign up

JFrog Ltd FROG 74.62 -11.72 -13.57%

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 · $74.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±14.9% ±$11.16 $63.74 – $86.06 $60.92 – $88.88 $50.57 – $99.23
2 sessions Earnings ±15.9% ±$11.91 $62.99 – $86.81 $60.08 – $89.72 $49.09 – $100.71
3 sessions Earnings ±16.8% ±$12.58 $62.32 – $87.48 $59.42 – $90.38 $47.91 – $101.89
1 week Earnings ±17.6% ±$13.15 $61.75 – $88.05 $58.57 – $91.23 $47.26 – $102.54
2 weeks Earnings ±18.9% ±$14.14 $60.76 – $89.04 $57.43 – $92.37 $45.08 – $104.72
3 weeks Earnings ±20.0% ±$14.99 $59.91 – $89.89 $56.33 – $93.47 $43.37 – $106.43
1 month Earnings ±21.3% ±$15.94 $58.96 – $90.84 $55.12 – $94.68 $41.39 – $108.41
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FROG reports in 1 session; 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
±15.76%
Average actual move
13.29%
Beyond the implied move
1 / 3
Median IV change
-68.95%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±17.01% +23.73% 1.39× —
May 09, 2025 ±12.90% +10.61% 0.82× —
February 14, 2025 ±17.37% +5.54% 0.32× 147.6% → 45.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →