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Block XYZ 84.04 -3.59 -4.1%

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 · $84.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$2.77 $81.55 – $87.09 $81.01 – $87.63 $78.39 – $90.25
2 sessions ±3.8% ±$3.22 $81.10 – $87.54 $80.42 – $88.22 $77.37 – $91.27
3 sessions ±4.5% ±$3.76 $80.56 – $88.08 $79.83 – $88.81 $76.32 – $92.32
1 week ±5.3% ±$4.45 $79.87 – $88.77 $78.87 – $89.77 $74.83 – $93.81
2 weeks ±7.1% ±$6.00 $78.32 – $90.32 $76.89 – $91.75 $71.51 – $97.13
3 weeks ±8.3% ±$6.97 $77.35 – $91.29 $75.65 – $92.99 $69.58 – $99.06
1 month ±9.4% ±$7.93 $76.39 – $92.25 $74.42 – $94.22 $67.52 – $101.12
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
±9.56%
Average actual move
11.80%
Beyond the implied move
3 / 6
Median IV change
-35.89%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±9.05% +15.30% 1.69× —
August 06, 2026 ±9.95% -6.15% 0.62× 67.7% → 43.4%
May 08, 2026 ±9.48% +6.72% 0.71× 73.3% → 49.4%
August 08, 2025 ±10.15% -4.50% 0.44× 72.8% → 39.1%
May 02, 2025 ±9.31% -20.43% 2.19× —
February 21, 2025 ±9.42% -17.69% 1.88× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →