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NetFlix Inc NFLX 66.39 2.97 4.68% Regime: Trend Up (95%)

Previous-day view · Wed Nov 4 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 04, 2026 close · $66.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.08 $65.41 – $67.57 $65.19 – $67.79 $64.16 – $68.82
2 sessions ±2.3% ±$1.51 $64.98 – $68.00 $64.66 – $68.32 $63.23 – $69.75
3 sessions ±2.8% ±$1.87 $64.62 – $68.36 $64.26 – $68.72 $62.52 – $70.46
1 week ±3.5% ±$2.33 $64.16 – $68.82 $63.64 – $69.34 $61.52 – $71.46
2 weeks ±4.8% ±$3.22 $63.27 – $69.71 $62.50 – $70.48 $59.61 – $73.37
3 weeks ±5.8% ±$3.83 $62.66 – $70.32 $61.73 – $71.25 $58.40 – $74.58
1 month ±7.0% ±$4.63 $61.86 – $71.12 $60.71 – $72.27 $56.68 – $76.30
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
±8.16%
Average actual move
5.78%
Beyond the implied move
1 / 5
Median IV change
-41.07%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±9.32% -5.31% 0.57× 60.3% → 34.9%
July 17, 2026 ±9.41% -7.26% 0.77× 65.4% → 35.1%
April 17, 2026 ±7.21% -9.72% 1.35× —
July 18, 2025 ±6.32% -5.10% 0.81× 48.7% → 29.2%
April 21, 2025 ±8.51% +1.53% 0.18× 59.5% → 47.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →