monday MNDY 93.84 -2.96 -3.06%
Expected move
November 05, 2026 close · $93.82| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.2% ±$2.99 | $90.83 – $96.81 | $90.23 – $97.41 | $87.40 – $100.24 |
| 2 sessions Earnings | ±17.2% ±$16.14 | $77.68 – $109.96 | $73.73 – $113.91 | $58.85 – $128.79 |
| 3 sessions Earnings | ±18.2% ±$17.05 | $76.77 – $110.87 | $72.84 – $114.80 | $57.25 – $130.39 |
| 1 week Earnings | ±19.0% ±$17.82 | $76.00 – $111.64 | $71.70 – $115.94 | $56.38 – $131.26 |
| 2 weeks Earnings | ±20.4% ±$19.16 | $74.66 – $112.98 | $70.15 – $117.49 | $53.42 – $134.22 |
| 3 weeks Earnings | ±21.7% ±$20.32 | $73.50 – $114.14 | $68.67 – $118.97 | $51.11 – $136.53 |
| 1 month Earnings | ±23.0% ±$21.59 | $72.23 – $115.41 | $67.03 – $120.61 | $48.42 – $139.22 |
Earnings: priced against what happened
Average implied move
±16.53%
Average actual move
13.88%
Beyond the implied move
3 / 6
Median IV change
-24.48%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 10, 2026 | ±21.53% | -4.84% | 0.22× | — |
| May 11, 2026 | ±19.43% | +6.72% | 0.35× | — |
| August 11, 2025 | ±15.02% | -29.80% | 1.98× | — |
| May 12, 2025 | ±13.87% | +0.33% | 0.02× | — |
| February 10, 2025 | ±16.13% | +26.46% | 1.64× | 103.1% → 77.9% |
| November 11, 2024 | ±13.21% | -15.14% | 1.15× | — |