KOS Moves

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Kosmos Energy Ltd KOS 2.04 -0.07 -3.32%

Previous-day view · Wed Nov 11 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 11, 2026 close · $2.04

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.3% ±$0.06	$1.98 – $2.11	$1.96 – $2.13	$1.90 – $2.19
2 sessions	±4.6% ±$0.10	$1.95 – $2.14	$1.93 – $2.16	$1.84 – $2.25
3 sessions	±5.8% ±$0.12	$1.93 – $2.16	$1.90 – $2.19	$1.79 – $2.30
1 week	±7.4% ±$0.16	$1.89 – $2.20	$1.86 – $2.23	$1.72 – $2.37
2 weeks	±10.2% ±$0.21	$1.84 – $2.25	$1.79 – $2.30	$1.60 – $2.49
3 weeks	±12.5% ±$0.25	$1.79 – $2.30	$1.73 – $2.36	$1.51 – $2.58
1 month	±14.7% ±$0.31	$1.74 – $2.35	$1.67 – $2.42	$1.41 – $2.68

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

±15.38%

Average actual move

2.56%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 04, 2025	±15.38%	-2.56%	0.17×	—

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