Closed
⌘K
Sign in Sign up

Grab Holdings Limited Class A GRAB 3.48 0.12 3.57%

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 · $3.47
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$0.11 $3.36 – $3.58 $3.34 – $3.60 $3.24 – $3.70
2 sessions ±3.9% ±$0.13 $3.34 – $3.60 $3.31 – $3.63 $3.18 – $3.76
3 sessions ±4.7% ±$0.16 $3.31 – $3.63 $3.28 – $3.66 $3.12 – $3.82
1 week ±5.7% ±$0.20 $3.27 – $3.67 $3.23 – $3.71 $3.05 – $3.89
2 weeks ±7.5% ±$0.26 $3.21 – $3.73 $3.15 – $3.79 $2.91 – $4.03
3 weeks ±9.9% ±$0.34 $3.13 – $3.81 $3.05 – $3.90 $2.75 – $4.19
1 month ±10.7% ±$0.37 $3.10 – $3.84 $3.01 – $3.93 $2.69 – $4.25
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
±11.84%
Average actual move
5.32%
Beyond the implied move
0 / 6
Median IV change
-37.75%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±11.01% +9.09% 0.83× —
August 04, 2026 ±10.35% +1.36% 0.13× —
May 05, 2026 ±8.84% +1.66% 0.19× 74.1% → 50.3%
July 31, 2025 ±10.40% -7.56% 0.73× —
April 30, 2025 ±13.57% +1.88% 0.14× 96.5% → 56.3%
February 20, 2025 ±16.85% -10.39% 0.62× 135.4% → 84.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →