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Madison Square Garden Entertainment Corp MSGE 75.4 -3.33 -4.23%

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 · $75.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.32 $74.08 – $76.72 $73.82 – $76.98 $72.57 – $78.23
2 sessions ±2.4% ±$1.83 $73.57 – $77.23 $73.18 – $77.62 $71.45 – $79.35
3 sessions ±3.1% ±$2.31 $73.09 – $77.71 $72.65 – $78.15 $70.48 – $80.32
1 week ±3.9% ±$2.93 $72.47 – $78.33 $71.81 – $78.99 $69.15 – $81.65
2 weeks ±5.5% ±$4.12 $71.28 – $79.52 $70.31 – $80.49 $66.62 – $84.18
3 weeks ±6.5% ±$4.92 $70.48 – $80.32 $69.28 – $81.52 $64.99 – $85.81
1 month ±7.6% ±$5.70 $69.70 – $81.10 $68.29 – $82.51 $63.32 – $87.48
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
±7.38%
Average actual move
6.66%
Beyond the implied move
1 / 2
Median IV change
-29.21%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2025 ±6.59% -8.53% 1.29× —
May 06, 2025 ±8.17% +4.80% 0.59× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →