After hours
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Travel + Leisure Co TNL 80.35 2.06 2.63%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for TNL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.53%
Average actual move
0.71%
Beyond the implied move
0 / 1
Median IV change
-8.67%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2025 ±4.53% +0.71% 0.16× 33.5% → 29.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →