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Cellebrite DI Ltd CLBT 12.7 0.06 0.47%

Previous-day view · Wed Nov 11 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 11, 2026 close · $12.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±10.5% ±$1.34 $11.36 – $14.04 $11.02 – $14.38 $9.78 – $15.62
2 sessions Earnings ±11.2% ±$1.42 $11.28 – $14.12 $10.93 – $14.47 $9.61 – $15.79
3 sessions Earnings ±11.8% ±$1.50 $11.20 – $14.20 $10.85 – $14.55 $9.48 – $15.92
1 week Earnings ±12.3% ±$1.56 $11.14 – $14.26 $10.76 – $14.64 $9.42 – $15.98
2 weeks Earnings ±13.1% ±$1.66 $11.04 – $14.36 $10.65 – $14.75 $9.20 – $16.20
3 weeks Earnings ±13.8% ±$1.75 $10.95 – $14.45 $10.54 – $14.86 $9.03 – $16.37
1 month Earnings ±14.5% ±$1.84 $10.86 – $14.54 $10.41 – $14.99 $8.82 – $16.58
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CLBT reports in 1 session; 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
±13.19%
Average actual move
7.32%
Beyond the implied move
1 / 4
Median IV change
-56.10%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±13.55% -4.55% 0.34× —
May 14, 2025 ±10.69% -11.48% 1.07× —
February 13, 2025 ±13.24% -12.92% 0.98× —
November 06, 2024 ±15.27% -0.31% 0.02× 110.0% → 48.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →