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Oscar Health OSCR 33.18 -2.01 -5.71%

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 · $33.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$1.13 $31.96 – $34.22 $31.73 – $34.45 $30.65 – $35.53
2 sessions ±4.8% ±$1.58 $31.51 – $34.67 $31.18 – $35.00 $29.69 – $36.49
3 sessions ±6.0% ±$1.99 $31.10 – $35.08 $30.72 – $35.46 $28.86 – $37.32
1 week ±7.6% ±$2.52 $30.57 – $35.61 $30.00 – $36.18 $27.71 – $38.47
2 weeks ±9.0% ±$2.99 $30.10 – $36.08 $29.39 – $36.79 $26.72 – $39.46
3 weeks ±11.3% ±$3.74 $29.35 – $36.83 $28.45 – $37.73 $25.20 – $40.98
1 month ±12.9% ±$4.27 $28.82 – $37.36 $27.76 – $38.42 $24.04 – $42.14
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
±12.57%
Average actual move
12.43%
Beyond the implied move
2 / 5
Median IV change
-19.37%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±10.02% -5.71% 0.57× —
August 06, 2026 ±11.76% -11.86% 1.01× —
May 06, 2026 ±11.73% +10.59% 0.90× 87.6% → 70.6%
August 06, 2025 ±11.94% +3.76% 0.32× 96.0% → 77.5%
May 07, 2025 ±17.41% +30.22% 1.74× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →