Pre-market
⌘K
Sign in Sign up

IREN Limited Ordinary Shares IREN 18.03 -3.68 -16.95% Regime: Earnings Event (88%)

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 · $18.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±14.0% ±$2.62 $16.04 – $21.28 $15.38 – $21.94 $12.95 – $24.37
2 sessions Earnings ±15.7% ±$2.93 $15.73 – $21.59 $15.01 – $22.31 $12.31 – $25.01
3 sessions Earnings ±17.3% ±$3.22 $15.44 – $21.88 $14.69 – $22.63 $11.74 – $25.58
1 week Earnings ±19.3% ±$3.60 $15.06 – $22.26 $14.19 – $23.13 $11.10 – $26.22
2 weeks Earnings ±23.1% ±$4.32 $14.34 – $22.98 $13.32 – $24.00 $9.55 – $27.77
3 weeks Earnings ±26.3% ±$4.91 $13.75 – $23.57 $12.58 – $24.74 $8.34 – $28.98
1 month Earnings ±29.6% ±$5.52 $13.14 – $24.18 $11.81 – $25.51 $7.05 – $30.27
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. IREN reports in 1 session; 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
±12.45%
Average actual move
6.47%
Beyond the implied move
1 / 4
Median IV change
-19.32%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±13.15% +7.65% 0.58× —
August 29, 2025 ±13.24% +14.93% 1.13× —
May 15, 2025 ±11.10% -2.76% 0.25× 102.3% → 87.3%
February 13, 2025 ±12.30% +0.54% 0.04× 109.8% → 83.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →