U Moves

Unity Software Inc U 51.49 2.69 5.51%

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Expected move

November 06, 2026 close · $52.03

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.9% ±$1.50	$50.53 – $53.53	$50.22 – $53.84	$48.80 – $55.26
2 sessions	±4.0% ±$2.09	$49.94 – $54.12	$49.50 – $54.56	$47.52 – $56.54
3 sessions	±5.1% ±$2.63	$49.40 – $54.66	$48.89 – $55.17	$46.43 – $57.63
1 week	±6.4% ±$3.35	$48.68 – $55.38	$47.94 – $56.12	$44.90 – $59.16
2 weeks	±8.4% ±$4.38	$47.65 – $56.41	$46.62 – $57.44	$42.70 – $61.36
3 weeks	±10.2% ±$5.30	$46.73 – $57.33	$45.44 – $58.62	$40.83 – $63.23
1 month	±11.8% ±$6.14	$45.89 – $58.17	$44.37 – $59.69	$39.02 – $65.04

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

±14.18%

Average actual move

11.91%

Beyond the implied move

2 / 6

Median IV change

-28.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±16.51%	+14.93%	0.90×	—
August 06, 2026	±14.87%	+15.05%	1.01×	—
May 07, 2026	±14.83%	-2.02%	0.14×	—
August 06, 2025	±13.79%	-5.95%	0.43×	102.3% → 77.3%
May 07, 2025	±12.66%	-3.10%	0.24×	93.1% → 63.4%
February 20, 2025	±12.41%	+30.41%	2.45×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →