Open
⌘K
Sign in Sign up

TransDigm Group Incorporated TDG 1216.88 8.84 0.73%

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 · $1216.95
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$17.28 $1199.67 – $1234.23 $1196.26 – $1237.64 $1179.84 – $1254.07
2 sessions ±2.0% ±$23.98 $1192.98 – $1240.93 $1187.87 – $1246.04 $1165.11 – $1268.80
3 sessions ±2.5% ±$30.31 $1186.65 – $1247.26 $1180.81 – $1253.10 $1152.58 – $1281.33
1 week Earnings ±6.0% ±$73.51 $1143.45 – $1290.46 $1125.68 – $1308.22 $1062.52 – $1371.38
2 weeks Earnings ±6.9% ±$84.22 $1132.74 – $1301.17 $1112.90 – $1321.00 $1039.40 – $1394.51
3 weeks Earnings ±7.7% ±$93.22 $1123.73 – $1310.17 $1101.46 – $1332.44 $1021.02 – $1412.88
1 month Earnings ±8.4% ±$102.71 $1114.24 – $1319.66 $1089.42 – $1344.49 $1000.94 – $1432.96
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TDG reports in 4 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
±5.49%
Average actual move
6.22%
Beyond the implied move
2 / 4
Median IV change
-23.80%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±6.74% +3.62% 0.54× —
August 05, 2025 ±4.81% -11.94% 2.48× —
May 06, 2025 ±5.33% -5.48% 1.03× —
November 07, 2024 ±5.08% -3.85% 0.76× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →