Closed
⌘K
Sign in Sign up

TransUnion TRU 82.91 0.78 0.95%

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 · $82.65
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$2.00 $80.64 – $84.65 $80.23 – $85.06 $78.33 – $86.96
2 sessions ±3.4% ±$2.79 $79.85 – $85.44 $79.26 – $86.03 $76.61 – $88.68
3 sessions ±4.3% ±$3.52 $79.12 – $86.17 $78.45 – $86.84 $75.15 – $90.14
1 week ±5.4% ±$4.47 $78.17 – $87.12 $77.17 – $88.12 $73.11 – $92.18
2 weeks ±7.6% ±$6.28 $76.36 – $88.93 $74.88 – $90.41 $69.25 – $96.04
3 weeks ±9.0% ±$7.44 $75.20 – $90.09 $73.39 – $91.90 $66.91 – $98.38
1 month ±10.3% ±$8.54 $74.10 – $91.19 $71.98 – $93.32 $64.52 – $100.77
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
±7.68%
Average actual move
7.25%
Beyond the implied move
0 / 1
Median IV change
-33.32%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±7.68% +7.25% 0.94× 60.2% → 32.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →