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Turning Point Brands TPB 67.47 -2.93 -4.16%

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 · $67.47
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.33 $66.14 – $68.80 $65.87 – $69.07 $64.61 – $70.33
2 sessions Earnings ±12.9% ±$8.72 $58.75 – $76.19 $56.61 – $78.33 $48.57 – $86.37
3 sessions Earnings ±13.6% ±$9.16 $58.31 – $76.63 $56.20 – $78.74 $47.82 – $87.12
1 week Earnings ±14.0% ±$9.47 $58.00 – $76.94 $55.70 – $79.24 $47.55 – $87.39
2 weeks Earnings ±14.8% ±$9.97 $57.50 – $77.44 $55.15 – $79.79 $46.44 – $88.50
3 weeks Earnings ±15.4% ±$10.40 $57.07 – $77.87 $54.59 – $80.35 $45.61 – $89.33
1 month Earnings ±16.1% ±$10.88 $56.59 – $78.35 $53.97 – $80.97 $44.60 – $90.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TPB reports in 2 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
±10.93%
Average actual move
13.22%
Beyond the implied move
2 / 4
Median IV change
-41.78%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±13.48% +11.03% 0.82× —
August 06, 2025 ±9.03% +14.22% 1.58× —
May 07, 2025 ±11.29% +24.83% 2.20× —
November 07, 2024 ±9.94% -2.82% 0.28× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →