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Groupon GRPN 15.58 -1.73 -9.99%

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 · $15.58
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$0.50 $15.08 – $16.08 $14.98 – $16.18 $14.51 – $16.65
2 sessions ±4.4% ±$0.69 $14.89 – $16.27 $14.74 – $16.42 $14.09 – $17.07
3 sessions Earnings ±15.8% ±$2.46 $13.12 – $18.04 $12.55 – $18.61 $10.29 – $20.87
1 week Earnings ±16.7% ±$2.60 $12.98 – $18.18 $12.35 – $18.81 $10.11 – $21.05
2 weeks Earnings ±18.3% ±$2.86 $12.72 – $18.44 $12.05 – $19.11 $9.56 – $21.60
3 weeks Earnings ±19.7% ±$3.08 $12.50 – $18.66 $11.77 – $19.39 $9.12 – $22.04
1 month Earnings ±21.3% ±$3.31 $12.27 – $18.89 $11.47 – $19.69 $8.62 – $22.54
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GRPN reports in 3 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
±18.26%
Average actual move
30.24%
Beyond the implied move
3 / 4
Median IV change
-3.42%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±20.05% +15.01% 0.75× —
August 07, 2025 ±16.95% +20.28% 1.20× —
May 08, 2025 ±16.34% +42.58% 2.61× —
March 12, 2025 ±19.70% +43.09% 2.19× 128.0% → 123.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →