GME Moves

GameStop Corp GME 24.17 -0.97 -3.86%

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Expected move

November 05, 2026 close · $24.01

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.2% ±$0.53	$23.49 – $24.54	$23.38 – $24.65	$22.88 – $25.15
2 sessions	±3.0% ±$0.74	$23.28 – $24.75	$23.13 – $24.90	$22.43 – $25.59
3 sessions	±3.8% ±$0.93	$23.09 – $24.94	$22.91 – $25.12	$22.05 – $25.98
1 week	±4.9% ±$1.18	$22.84 – $25.19	$22.58 – $25.45	$21.51 – $26.51
2 weeks	±6.9% ±$1.65	$22.37 – $25.66	$21.98 – $26.05	$20.50 – $27.53
3 weeks	±8.5% ±$2.04	$21.98 – $26.05	$21.48 – $26.55	$19.71 – $28.32
1 month	±10.1% ±$2.43	$21.59 – $26.44	$20.98 – $27.05	$18.87 – $29.16

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GME reports in 23 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

±8.94%

Average actual move

5.21%

Beyond the implied move

2 / 7

Median IV change

-24.38%

Reaction session	Implied	Actual	Used	ATM IV before → after
September 08, 2026	±7.20%	-1.41%	0.20×	57.5% → 54.0%
June 03, 2026	±3.25%	+6.02%	1.85×	53.4% → 40.0%
March 25, 2026	±7.26%	+1.18%	0.16×	—
September 10, 2025	±10.32%	+3.31%	0.32×	74.7% → 53.1%
June 11, 2025	±11.43%	-5.31%	0.46×	90.6% → 66.4%
March 26, 2025	±10.41%	+11.65%	1.12×	83.7% → 76.5%
December 11, 2024	±12.72%	+7.58%	0.60×	101.1% → 77.1%

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