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Zoom Communications ZM 89.88 1.06 1.19%

Previous-day view · Fri Nov 6 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 06, 2026 close · $89.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.82 $88.06 – $91.70 $87.70 – $92.06 $85.98 – $93.78
2 sessions ±2.8% ±$2.53 $87.35 – $92.41 $86.82 – $92.94 $84.43 – $95.33
3 sessions ±3.5% ±$3.18 $86.70 – $93.06 $86.09 – $93.67 $83.10 – $96.66
1 week ±4.5% ±$4.04 $85.84 – $93.92 $84.94 – $94.82 $81.27 – $98.49
2 weeks ±6.3% ±$5.67 $84.21 – $95.55 $82.86 – $96.90 $77.77 – $101.99
3 weeks Earnings ±11.9% ±$10.70 $79.18 – $100.58 $76.64 – $103.12 $67.40 – $112.36
1 month Earnings ±12.9% ±$11.60 $78.28 – $101.48 $75.48 – $104.28 $65.48 – $114.28
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ZM reports in 12 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
±9.09%
Average actual move
7.33%
Beyond the implied move
2 / 6
Median IV change
-48.99%
Reaction session Implied Actual Used ATM IV before → after
August 26, 2026 ±9.66% -7.03% 0.73× —
May 22, 2026 ±9.10% +9.19% 1.01× —
August 22, 2025 ±7.99% +12.71% 1.59× —
May 22, 2025 ±7.02% -0.24% 0.03× 51.1% → 26.1%
February 25, 2025 ±9.25% -8.48% 0.92× 71.7% → 44.6%
November 26, 2024 ±11.51% -6.31% 0.55× 93.3% → 36.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →