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GRAIL GRAL 121.44 2.31 1.94%

Previous-day view · Fri Nov 6 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 06, 2026 close · $121.26
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$4.91 $116.35 – $126.17 $115.35 – $127.17 $110.71 – $131.81
2 sessions ±5.6% ±$6.84 $114.42 – $128.10 $112.98 – $129.54 $106.51 – $136.01
3 sessions ±7.1% ±$8.61 $112.65 – $129.87 $110.99 – $131.53 $102.93 – $139.59
1 week ±9.0% ±$10.94 $110.32 – $132.20 $107.89 – $134.63 $97.95 – $144.57
2 weeks ±12.7% ±$15.35 $105.91 – $136.61 $102.27 – $140.25 $88.51 – $154.01
3 weeks ±15.0% ±$18.15 $103.11 – $139.41 $98.69 – $143.83 $82.89 – $159.63
1 month ±17.3% ±$21.01 $100.25 – $142.27 $95.03 – $147.49 $76.70 – $165.82
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
±15.48%
Average actual move
10.40%
Beyond the implied move
0 / 3
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±15.72% +15.35% 0.98× —
August 13, 2025 ±15.33% +1.13% 0.07× —
February 21, 2025 ±15.39% -14.72% 0.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →