JEF Moves

Jefferies Financial Group Inc JEF 47.38 -1.22 -2.51%

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Expected move

November 06, 2026 close · $47.38

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.2% ±$1.06	$46.32 – $48.44	$46.11 – $48.65	$45.10 – $49.66
2 sessions	±3.1% ±$1.48	$45.90 – $48.86	$45.59 – $49.17	$44.20 – $50.56
3 sessions	±3.9% ±$1.86	$45.52 – $49.24	$45.16 – $49.60	$43.42 – $51.34
1 week	±5.0% ±$2.36	$45.02 – $49.74	$44.49 – $50.27	$42.35 – $52.41
2 weeks	±7.0% ±$3.32	$44.06 – $50.70	$43.28 – $51.48	$40.31 – $54.45
3 weeks	±8.3% ±$3.91	$43.47 – $51.29	$42.52 – $52.24	$39.12 – $55.64
1 month	±9.5% ±$4.52	$42.86 – $51.90	$41.75 – $53.01	$37.81 – $56.95

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

±5.68%

Average actual move

10.79%

Beyond the implied move

1 / 1

Median IV change

-26.52%

Reaction session	Implied	Actual	Used	ATM IV before → after
January 10, 2025	±5.68%	-10.79%	1.90×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →