Closed
⌘K
Sign in Sign up

Magnite MGNI 27.52 4.73 20.75%

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 · $27.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.77 $26.75 – $28.29 $26.59 – $28.45 $25.86 – $29.18
2 sessions ±3.9% ±$1.08 $26.44 – $28.60 $26.22 – $28.82 $25.20 – $29.84
3 sessions ±4.9% ±$1.36 $26.16 – $28.88 $25.90 – $29.14 $24.63 – $30.41
1 week ±6.3% ±$1.72 $25.80 – $29.24 $25.41 – $29.63 $23.85 – $31.19
2 weeks ±8.8% ±$2.42 $25.10 – $29.94 $24.53 – $30.51 $22.36 – $32.68
3 weeks ±10.1% ±$2.79 $24.73 – $30.31 $24.06 – $30.98 $21.64 – $33.40
1 month ±11.3% ±$3.11 $24.41 – $30.63 $23.64 – $31.40 $20.93 – $34.11
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
±14.54%
Average actual move
11.52%
Beyond the implied move
1 / 2
Median IV change
-45.79%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±14.79% -3.25% 0.22× —
May 08, 2025 ±14.28% +19.79% 1.39× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →