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Grid Dynamics Holdings GDYN 13.54 -0.21 -1.56%

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

No chain in the last ten days can size a move for GDYN.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.77%
Average actual move
4.35%
Beyond the implied move
0 / 1
Median IV change
-13.24%
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±9.77% +4.35% 0.45× 62.8% → 54.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →