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New York Times Co NYT 65.57 -0.93 -1.4%

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 · $65.57
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.97 $64.60 – $66.54 $64.40 – $66.74 $63.48 – $67.66
2 sessions ±2.1% ±$1.35 $64.22 – $66.92 $63.93 – $67.21 $62.66 – $68.48
3 sessions ±2.6% ±$1.70 $63.87 – $67.27 $63.54 – $67.60 $61.95 – $69.19
1 week ±3.3% ±$2.16 $63.41 – $67.73 $62.93 – $68.21 $60.97 – $70.17
2 weeks ±4.6% ±$3.04 $62.53 – $68.61 $61.82 – $69.32 $59.10 – $72.04
3 weeks ±5.8% ±$3.79 $61.78 – $69.36 $60.86 – $70.28 $57.56 – $73.58
1 month ±6.9% ±$4.54 $61.03 – $70.11 $59.90 – $71.24 $55.94 – $75.20
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
±7.76%
Average actual move
7.96%
Beyond the implied move
2 / 3
Median IV change
-53.50%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±8.22% +8.31% 1.01× —
August 06, 2025 ±6.76% +15.54% 2.30× —
May 07, 2025 ±8.31% -0.04% 0.00× 55.1% → 25.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →