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Nvidia Corp NVDA 200.13 -6.56 -3.17% Regime: Trend Down (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 · $200.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$3.55 $196.82 – $203.92 $196.10 – $204.64 $192.74 – $208.00
2 sessions ±2.5% ±$4.95 $195.42 – $205.32 $194.38 – $206.36 $189.71 – $211.03
3 sessions ±3.1% ±$6.23 $194.14 – $206.60 $192.94 – $207.80 $187.13 – $213.61
1 week ±4.0% ±$7.91 $192.46 – $208.28 $190.69 – $210.05 $183.52 – $217.22
2 weeks Earnings ±8.3% ±$16.59 $183.78 – $216.96 $179.87 – $220.87 $165.39 – $235.35
3 weeks Earnings ±9.3% ±$18.53 $181.84 – $218.90 $177.43 – $223.31 $161.42 – $239.32
1 month Earnings ±10.3% ±$20.56 $179.81 – $220.93 $174.86 – $225.88 $157.15 – $243.59
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NVDA reports in 10 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
±6.97%
Average actual move
4.15%
Beyond the implied move
1 / 7
Median IV change
-24.06%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±5.93% +8.74% 1.47× 47.5% → 40.0%
May 21, 2026 ±5.92% -1.77% 0.30× 50.6% → 38.4%
February 26, 2026 ±6.01% -5.46% 0.91× —
August 28, 2025 ±6.53% -0.79% 0.12× 50.1% → 31.1%
May 29, 2025 ±6.71% +3.25% 0.48× 55.1% → 41.8%
February 27, 2025 ±8.99% -8.48% 0.94× 72.8% → 58.1%
November 21, 2024 ±8.69% +0.53% 0.06× 65.9% → 41.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →