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Newsmax NMAX 7.42 -0.72 -8.85%

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 · $7.41
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$0.22 $7.19 – $7.63 $7.14 – $7.68 $6.93 – $7.89
2 sessions ±4.2% ±$0.31 $7.10 – $7.72 $7.03 – $7.79 $6.74 – $8.08
3 sessions ±5.3% ±$0.39 $7.02 – $7.80 $6.94 – $7.88 $6.57 – $8.25
1 week ±6.7% ±$0.50 $6.91 – $7.91 $6.80 – $8.02 $6.35 – $8.47
2 weeks ±9.5% ±$0.70 $6.71 – $8.11 $6.54 – $8.28 $5.91 – $8.91
3 weeks ±11.7% ±$0.87 $6.54 – $8.28 $6.33 – $8.49 $5.58 – $9.24
1 month ±13.9% ±$1.03 $6.38 – $8.44 $6.12 – $8.70 $5.22 – $9.60
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NMAX reports in 6 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
±7.75%
Average actual move
2.25%
Beyond the implied move
0 / 3
Median IV change
-10.15%
Reaction session Implied Actual Used ATM IV before → after
May 15, 2026 ±10.12% +4.05% 0.40× —
August 20, 2025 ±8.29% +0.15% 0.02× —
May 16, 2025 ±4.85% +2.54% 0.52× 121.3% → 109.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →