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Klaviyo KVYO 20.81 -0.55 -2.57%

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 · $20.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$0.62 $19.78 – $21.02 $19.66 – $21.14 $19.07 – $21.73
2 sessions ±4.2% ±$0.86 $19.54 – $21.26 $19.36 – $21.44 $18.55 – $22.25
3 sessions ±5.3% ±$1.08 $19.32 – $21.48 $19.11 – $21.69 $18.09 – $22.71
1 week ±6.7% ±$1.37 $19.03 – $21.77 $18.72 – $22.08 $17.47 – $23.33
2 weeks ±9.5% ±$1.93 $18.47 – $22.33 $18.01 – $22.79 $16.28 – $24.52
3 weeks ±11.3% ±$2.31 $18.09 – $22.71 $17.53 – $23.27 $15.52 – $25.28
1 month ±13.1% ±$2.67 $17.73 – $23.07 $17.06 – $23.74 $14.73 – $26.07
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
±15.22%
Average actual move
14.87%
Beyond the implied move
2 / 4
Median IV change
-38.54%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±17.57% -32.23% 1.83× —
August 06, 2025 ±13.19% +15.02% 1.14× 96.4% → 73.3%
May 07, 2025 ±16.93% +6.39% 0.38× 125.3% → 62.5%
February 20, 2025 ±13.19% -5.83% 0.44× 70.9% → 43.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →