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Kyndryl Holdings KD 16.18 -0.66 -3.92%

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 · $16.36
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.43 $15.94 – $16.79 $15.85 – $16.88 $15.44 – $17.28
2 sessions ±3.6% ±$0.60 $15.77 – $16.96 $15.64 – $17.08 $15.08 – $17.64
3 sessions ±4.6% ±$0.75 $15.61 – $17.11 $15.47 – $17.26 $14.77 – $17.96
1 week ±5.8% ±$0.95 $15.41 – $17.31 $15.20 – $17.53 $14.33 – $18.39
2 weeks ±8.2% ±$1.34 $15.03 – $17.70 $14.71 – $18.01 $13.51 – $19.21
3 weeks ±10.1% ±$1.66 $14.71 – $18.02 $14.31 – $18.42 $12.87 – $19.86
1 month ±12.1% ±$1.97 $14.39 – $18.33 $13.90 – $18.82 $12.18 – $20.54
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
±14.50%
Average actual move
14.14%
Beyond the implied move
1 / 3
Median IV change
-49.17%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±18.88% -10.75% 0.57× —
August 05, 2025 ±12.26% -21.14% 1.72× —
May 08, 2025 ±12.37% +10.53% 0.85× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →