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Nebius Group N NBIS 120.37 -21.15 -14.94% Regime: Trend Down (89%)

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 · $121.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.3% ±$5.24 $116.13 – $126.61 $115.07 – $127.67 $110.12 – $132.62
2 sessions ±6.0% ±$7.29 $114.08 – $128.66 $112.53 – $130.21 $105.65 – $137.09
3 sessions ±7.6% ±$9.18 $112.19 – $130.55 $110.42 – $132.32 $101.82 – $140.92
1 week Earnings ±21.4% ±$25.92 $95.45 – $147.29 $89.17 – $153.57 $66.87 – $175.87
2 weeks Earnings ±23.7% ±$28.75 $92.62 – $150.12 $85.85 – $156.89 $60.75 – $181.99
3 weeks Earnings ±25.7% ±$31.17 $90.20 – $152.54 $82.77 – $159.97 $55.85 – $186.89
1 month Earnings ±27.8% ±$33.77 $87.60 – $155.14 $79.46 – $163.28 $50.36 – $192.38
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NBIS reports in 5 sessions; only the horizons marked Earnings include its jump. 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
±12.34%
Average actual move
18.16%
Beyond the implied move
3 / 4
Median IV change
-10.35%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±13.08% +34.14% 2.61× —
May 13, 2026 ±11.35% +15.72% 1.39× 111.8% → 105.5%
August 07, 2025 ±10.30% +18.55% 1.80× 95.2% → 80.8%
May 20, 2025 ±14.64% +4.21% 0.29× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →