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Lyft LYFT 17.02 0.26 1.55%

Previous-day view · Tue Nov 10 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 10, 2026 close · $16.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.36 $16.56 – $17.28 $16.49 – $17.35 $16.15 – $17.69
2 sessions ±3.0% ±$0.50 $16.42 – $17.42 $16.32 – $17.53 $15.85 – $18.00
3 sessions ±3.7% ±$0.63 $16.29 – $17.55 $16.17 – $17.67 $15.58 – $18.26
1 week ±4.5% ±$0.77 $16.15 – $17.69 $15.98 – $17.86 $15.29 – $18.55
2 weeks ±6.3% ±$1.06 $15.86 – $17.98 $15.61 – $18.23 $14.66 – $19.19
3 weeks ±7.8% ±$1.33 $15.59 – $18.25 $15.27 – $18.57 $14.11 – $19.73
1 month ±9.4% ±$1.59 $15.33 – $18.51 $14.94 – $18.91 $13.55 – $20.29
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
±13.19%
Average actual move
10.02%
Beyond the implied move
2 / 6
Median IV change
-45.12%
Reaction session Implied Actual Used ATM IV before → after
November 06, 2026 ±9.78% -4.20% 0.43× 85.3% → 49.3%
May 08, 2026 ±12.92% +1.34% 0.10× 94.0% → 52.4%
February 11, 2026 ±13.92% -16.97% 1.22× —
August 07, 2025 ±13.69% +1.57% 0.11× 91.7% → 46.2%
May 09, 2025 ±12.19% +28.08% 2.30× —
February 12, 2025 ±16.64% -7.92% 0.48× 109.3% → 59.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →