KNSL Moves

Kinsale Capital Group KNSL 396.8 5.07 1.29%

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Expected move

November 05, 2026 close · $395.67

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$6.29	$389.38 – $401.96	$388.11 – $403.23	$382.14 – $409.20
2 sessions	±2.2% ±$8.78	$386.89 – $404.45	$385.03 – $406.31	$376.76 – $414.58
3 sessions	±2.8% ±$11.04	$384.63 – $406.71	$382.49 – $408.85	$372.17 – $419.17
1 week	±3.5% ±$14.05	$381.62 – $409.72	$378.50 – $412.84	$365.80 – $425.54
2 weeks	±5.0% ±$19.70	$375.97 – $415.37	$371.30 – $420.04	$353.65 – $437.69
3 weeks	±6.0% ±$23.62	$372.05 – $419.29	$366.31 – $425.03	$345.78 – $445.56
1 month	±6.9% ±$27.38	$368.29 – $423.05	$361.48 – $429.86	$337.63 – $453.71

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

±8.38%

Average actual move

7.58%

Beyond the implied move

0 / 2

Median IV change

-34.28%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 13, 2026	±8.82%	-7.40%	0.84×	—
February 14, 2025	±7.94%	-7.75%	0.98×	—

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