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XP Inc XP 14.78 -0.39 -2.57%

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 · $14.83
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.34 $14.49 – $15.17 $14.42 – $15.24 $14.09 – $15.56
2 sessions ±3.2% ±$0.47 $14.35 – $15.30 $14.25 – $15.40 $13.80 – $15.85
3 sessions ±4.0% ±$0.59 $14.23 – $15.42 $14.11 – $15.54 $13.55 – $16.10
1 week ±5.1% ±$0.76 $14.07 – $15.59 $13.90 – $15.76 $13.21 – $16.45
2 weeks Earnings ±9.5% ±$1.40 $13.42 – $16.23 $13.09 – $16.57 $11.86 – $17.79
3 weeks Earnings ±10.9% ±$1.61 $13.21 – $16.44 $12.83 – $16.83 $11.43 – $18.23
1 month Earnings ±12.3% ±$1.83 $13.00 – $16.66 $12.55 – $17.10 $10.98 – $18.68
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. XP reports in 9 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
±7.14%
Average actual move
3.45%
Beyond the implied move
1 / 5
Median IV change
-24.45%
Reaction session Implied Actual Used ATM IV before → after
August 18, 2026 ±6.53% +0.89% 0.14× —
August 19, 2025 ±8.14% -8.57% 1.05× —
May 21, 2025 ±6.60% +0.48% 0.07× 48.6% → 36.7%
February 19, 2025 ±7.22% -1.26% 0.18× —
November 20, 2024 ±7.22% -6.06% 0.84× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →