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Thomson Reuters Corporation Common Shares TRI 118.11 0.88 0.75%

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 · $118.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.49 $115.51 – $120.49 $115.00 – $121.00 $112.65 – $123.35
2 sessions ±2.9% ±$3.47 $114.53 – $121.47 $113.80 – $122.20 $110.53 – $125.47
3 sessions ±3.7% ±$4.37 $113.63 – $122.37 $112.80 – $123.20 $108.70 – $127.30
1 week ±4.7% ±$5.55 $112.45 – $123.55 $111.22 – $124.78 $106.18 – $129.82
2 weeks ±6.6% ±$7.79 $110.21 – $125.79 $108.37 – $127.63 $101.39 – $134.61
3 weeks ±8.2% ±$9.64 $108.36 – $127.64 $106.01 – $129.99 $97.62 – $138.38
1 month ±9.7% ±$11.48 $106.52 – $129.48 $103.66 – $132.34 $93.64 – $142.36
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
±6.88%
Average actual move
5.12%
Beyond the implied move
1 / 2
Median IV change
-17.20%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±9.19% -0.30% 0.03× —
August 06, 2025 ±4.58% -9.93% 2.17× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →