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JetBlue Airways Corp JBLU 3.49 -0.07 -1.97%

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 · $3.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$0.14 $3.35 – $3.63 $3.32 – $3.66 $3.19 – $3.79
2 sessions ±5.5% ±$0.19 $3.30 – $3.68 $3.26 – $3.72 $3.07 – $3.91
3 sessions ±7.0% ±$0.24 $3.25 – $3.73 $3.20 – $3.78 $2.97 – $4.01
1 week ±8.8% ±$0.31 $3.18 – $3.80 $3.11 – $3.87 $2.83 – $4.15
2 weeks ±12.4% ±$0.43 $3.06 – $3.92 $2.95 – $4.03 $2.57 – $4.41
3 weeks ±16.2% ±$0.57 $2.92 – $4.06 $2.79 – $4.19 $2.30 – $4.68
1 month ±19.8% ±$0.69 $2.80 – $4.18 $2.63 – $4.35 $2.02 – $4.96
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
±10.89%
Average actual move
9.36%
Beyond the implied move
2 / 5
Median IV change
-24.11%
Reaction session Implied Actual Used ATM IV before → after
July 28, 2026 ±9.67% +10.50% 1.09× 87.6% → 72.8%
April 28, 2026 ±10.93% +1.21% 0.11× —
July 29, 2025 ±10.55% +6.65% 0.63× 95.5% → 72.5%
April 29, 2025 ±13.02% +2.70% 0.21× 105.7% → 77.0%
January 28, 2025 ±10.26% -25.71% 2.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →