NICE Moves

NICE Ltd NICE 96.0 -3.59 -3.6%

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 · $96.09

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.5% ±$2.36	$93.73 – $98.46	$93.26 – $98.93	$91.03 – $101.16
2 sessions	±3.4% ±$3.28	$92.81 – $99.38	$92.12 – $100.07	$89.01 – $103.18
3 sessions	±4.3% ±$4.14	$91.96 – $100.23	$91.17 – $101.02	$87.29 – $104.90
1 week	±5.5% ±$5.25	$90.84 – $101.35	$89.67 – $102.52	$84.90 – $107.29
2 weeks	±7.7% ±$7.38	$88.72 – $103.47	$86.98 – $105.21	$80.36 – $111.83
3 weeks	±9.5% ±$9.13	$86.97 – $105.22	$84.74 – $107.45	$76.80 – $115.39
1 month	±11.3% ±$10.88	$85.22 – $106.97	$82.52 – $109.67	$73.03 – $119.16

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

±9.31%

Average actual move

13.75%

Beyond the implied move

3 / 4

Median IV change

-10.41%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±11.56%	-22.53%	1.95×	—
August 14, 2025	±8.11%	-13.61%	1.68×	—
May 15, 2025	±8.38%	-4.93%	0.59×	—
February 20, 2025	±9.19%	-13.96%	1.52×	54.8% → 49.1%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →