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Ferrari N RACE 422.4 -10.05 -2.32%

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 · $422.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$5.83 $416.57 – $428.23 $415.39 – $429.41 $409.85 – $434.95
2 sessions ±1.9% ±$8.15 $414.25 – $430.55 $412.56 – $432.24 $404.87 – $439.93
3 sessions ±2.4% ±$10.22 $412.18 – $432.62 $410.19 – $434.61 $400.60 – $444.20
1 week ±3.1% ±$13.01 $409.39 – $435.41 $406.48 – $438.32 $394.65 – $450.15
2 weeks ±4.2% ±$17.66 $404.74 – $440.06 $400.56 – $444.24 $384.72 – $460.08
3 weeks ±5.1% ±$21.54 $400.86 – $443.94 $395.62 – $449.18 $376.87 – $467.93
1 month ±6.1% ±$25.89 $396.51 – $448.29 $390.09 – $454.71 $367.53 – $477.27
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
±6.50%
Average actual move
3.94%
Beyond the implied move
1 / 5
Median IV change
-29.59%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±6.18% +2.90% 0.47× —
July 30, 2026 ±6.55% +3.12% 0.48× —
May 05, 2026 ±6.39% -3.97% 0.62× 51.9% → 35.2%
February 10, 2026 ±7.18% +8.06% 1.12× —
May 06, 2025 ±6.18% +1.65% 0.27× 44.3% → 31.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →