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Teladoc Health TDOC 9.41 -0.29 -2.99%

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 · $9.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$0.29 $9.15 – $9.74 $9.09 – $9.80 $8.80 – $10.09
2 sessions ±4.4% ±$0.41 $9.03 – $9.86 $8.94 – $9.95 $8.55 – $10.34
3 sessions ±5.6% ±$0.53 $8.92 – $9.97 $8.82 – $10.07 $8.33 – $10.56
1 week ±7.1% ±$0.66 $8.78 – $10.11 $8.63 – $10.26 $8.02 – $10.87
2 weeks ±9.2% ±$0.88 $8.57 – $10.32 $8.37 – $10.52 $7.59 – $11.30
3 weeks ±10.7% ±$1.02 $8.43 – $10.46 $8.19 – $10.70 $7.31 – $11.58
1 month ±12.1% ±$1.14 $8.30 – $10.59 $8.02 – $10.87 $7.02 – $11.87
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
±11.67%
Average actual move
12.88%
Beyond the implied move
3 / 7
Median IV change
-24.94%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±10.25% +26.89% 2.62× —
July 30, 2026 ±12.04% -28.32% 2.35× —
April 30, 2026 ±11.18% +1.85% 0.17× —
February 26, 2026 ±10.97% +15.05% 1.37× —
July 30, 2025 ±10.76% -1.73% 0.16× 88.2% → 68.4%
May 01, 2025 ±12.80% -2.78% 0.22× 99.7% → 66.3%
February 27, 2025 ±13.74% -13.56% 0.99× 113.6% → 85.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →