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Upstart Holdings UPST 23.38 2.01 9.41%

Previous-day view · Wed Nov 4 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 04, 2026 close · $23.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.76 $22.59 – $24.11 $22.44 – $24.26 $21.72 – $24.98
2 sessions ±4.5% ±$1.06 $22.29 – $24.41 $22.07 – $24.63 $21.08 – $25.62
3 sessions ±5.5% ±$1.28 $22.07 – $24.63 $21.82 – $24.88 $20.62 – $26.08
1 week ±6.8% ±$1.58 $21.77 – $24.93 $21.42 – $25.28 $19.99 – $26.71
2 weeks ±9.1% ±$2.13 $21.22 – $25.48 $20.71 – $25.99 $18.80 – $27.90
3 weeks ±11.2% ±$2.61 $20.74 – $25.96 $20.11 – $26.59 $17.84 – $28.86
1 month ±12.6% ±$2.94 $20.41 – $26.29 $19.68 – $27.02 $17.12 – $29.58
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
±16.68%
Average actual move
11.98%
Beyond the implied move
2 / 7
Median IV change
-33.24%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±13.05% +0.28% 0.02× —
August 05, 2026 ±13.23% -0.40% 0.03× 98.4% → 71.3%
May 06, 2026 ±15.03% -7.92% 0.53× —
February 11, 2026 ±15.84% -15.04% 0.95× —
August 06, 2025 ±18.03% -18.74% 1.04× —
May 07, 2025 ±20.14% -9.65% 0.48× 138.5% → 84.5%
February 12, 2025 ±21.46% +31.82% 1.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →