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Snap Inc SNAP 5.09 -0.83 -14.02%

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 · $5.08
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.7% ±$0.24 $4.84 – $5.32 $4.79 – $5.37 $4.57 – $5.59
2 sessions ±5.5% ±$0.28 $4.80 – $5.36 $4.74 – $5.42 $4.48 – $5.68
3 sessions ±6.4% ±$0.33 $4.75 – $5.41 $4.69 – $5.47 $4.38 – $5.78
1 week ±7.6% ±$0.39 $4.69 – $5.47 $4.61 – $5.55 $4.25 – $5.91
2 weeks ±10.2% ±$0.52 $4.56 – $5.60 $4.44 – $5.72 $3.97 – $6.19
3 weeks ±11.7% ±$0.59 $4.49 – $5.67 $4.34 – $5.82 $3.82 – $6.34
1 month ±14.9% ±$0.76 $4.32 – $5.84 $4.14 – $6.02 $3.48 – $6.68
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
±16.91%
Average actual move
11.49%
Beyond the implied move
1 / 6
Median IV change
-52.99%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±13.94% -14.02% 1.01× 97.3% → 75.1%
August 04, 2026 ±17.66% +14.88% 0.84× —
May 07, 2026 ±14.48% -2.13% 0.15× —
August 06, 2025 ±17.36% -17.15% 0.99× —
April 30, 2025 ±19.03% -12.43% 0.65× 127.8% → 58.7%
February 05, 2025 ±19.01% -8.36% 0.44× 123.3% → 58.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →