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Genius Sports Limited GENI 5.92 -1.09 -15.55%

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 · $5.97
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.8% ±$0.23 $5.75 – $6.20 $5.71 – $6.24 $5.49 – $6.46
2 sessions ±5.2% ±$0.32 $5.66 – $6.29 $5.60 – $6.35 $5.30 – $6.65
3 sessions ±6.6% ±$0.40 $5.58 – $6.37 $5.51 – $6.44 $5.14 – $6.81
1 week ±8.3% ±$0.50 $5.48 – $6.47 $5.36 – $6.59 $4.91 – $7.04
2 weeks ±11.7% ±$0.71 $5.27 – $6.68 $5.11 – $6.84 $4.48 – $7.47
3 weeks ±14.1% ±$0.85 $5.13 – $6.82 $4.93 – $7.02 $4.19 – $7.76
1 month ±16.5% ±$0.99 $4.99 – $6.96 $4.75 – $7.20 $3.89 – $8.06
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
±11.46%
Average actual move
4.50%
Beyond the implied move
0 / 1
Median IV change
-31.27%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±11.46% -4.50% 0.39× 84.8% → 58.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →