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Mobileye Global Inc MBLY 5.13 -0.21 -3.93%

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 · $5.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$0.18 $4.92 – $5.27 $4.88 – $5.30 $4.72 – $5.46
2 sessions ±4.7% ±$0.24 $4.85 – $5.33 $4.80 – $5.38 $4.57 – $5.61
3 sessions ±6.0% ±$0.31 $4.79 – $5.40 $4.73 – $5.45 $4.45 – $5.74
1 week ±7.6% ±$0.39 $4.71 – $5.48 $4.62 – $5.56 $4.27 – $5.91
2 weeks ±11.5% ±$0.59 $4.51 – $5.68 $4.37 – $5.81 $3.85 – $6.34
3 weeks ±13.1% ±$0.67 $4.42 – $5.76 $4.26 – $5.92 $3.68 – $6.51
1 month ±14.3% ±$0.73 $4.36 – $5.82 $4.18 – $6.00 $3.54 – $6.64
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
±11.25%
Average actual move
8.37%
Beyond the implied move
2 / 6
Median IV change
-22.82%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±14.02% -9.21% 0.66× —
July 23, 2026 ±9.17% -14.92% 1.63× —
April 23, 2026 ±9.30% +10.13% 1.09× —
July 24, 2025 ±10.43% -4.22% 0.40× 81.6% → 63.0%
April 24, 2025 ±10.72% +9.85% 0.92× 92.0% → 75.2%
January 30, 2025 ±13.84% +1.87% 0.14× 105.7% → 73.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →