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Grand Canyon Education LOPE 150.67 1.94 1.3%

Previous-day view · Wed Nov 4 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 04, 2026 close · $145.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±7.7% ±$11.09 $133.91 – $156.09 $131.11 – $158.89 $120.84 – $169.16
2 sessions Earnings ±8.1% ±$11.76 $133.24 – $156.76 $130.35 – $159.65 $119.51 – $170.49
3 sessions Earnings ±8.5% ±$12.35 $132.65 – $157.35 $129.79 – $160.21 $118.48 – $171.52
1 week Earnings ±8.8% ±$12.79 $132.21 – $157.79 $129.12 – $160.88 $118.12 – $171.88
2 weeks Earnings ±9.3% ±$13.49 $131.51 – $158.49 $128.35 – $161.65 $116.58 – $173.42
3 weeks Earnings ±9.7% ±$14.06 $130.94 – $159.06 $127.59 – $162.41 $115.43 – $174.57
1 month Earnings ±10.2% ±$14.73 $130.27 – $159.73 $126.73 – $163.27 $114.04 – $175.96
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LOPE reports in 1 session; only the horizons marked Earnings include its jump. 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
±6.93%
Average actual move
6.51%
Beyond the implied move
1 / 3
Median IV change
-37.88%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±7.90% +13.15% 1.66× —
May 07, 2025 ±6.79% +4.62% 0.68× —
February 20, 2025 ±6.09% +1.77% 0.29× 34.4% → 23.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →