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Datadog DDOG 188.72 -31.8 -14.42%

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 · $189.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.8% ±$7.17 $181.99 – $196.33 $180.55 – $197.77 $173.78 – $204.54
2 sessions ±5.3% ±$9.97 $179.19 – $199.13 $177.07 – $201.25 $167.65 – $210.67
3 sessions ±6.2% ±$11.69 $177.47 – $200.85 $175.20 – $203.12 $164.25 – $214.07
1 week ±7.4% ±$13.94 $175.22 – $203.10 $172.12 – $206.20 $159.48 – $218.84
2 weeks ±9.7% ±$18.29 $170.87 – $207.45 $166.54 – $211.78 $150.14 – $228.18
3 weeks ±11.7% ±$22.21 $166.95 – $211.37 $161.54 – $216.78 $142.23 – $236.09
1 month ±13.5% ±$25.46 $163.70 – $214.62 $157.38 – $220.94 $135.17 – $243.15
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
±12.00%
Average actual move
12.50%
Beyond the implied move
3 / 7
Median IV change
-41.71%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±14.62% -14.42% 0.99× —
August 06, 2026 ±13.40% -19.03% 1.42× —
May 07, 2026 ±13.36% +31.33% 2.34× —
February 10, 2026 ±13.55% +13.74% 1.01× —
August 07, 2025 ±8.58% -0.42% 0.05× 59.4% → 35.5%
May 06, 2025 ±11.33% +0.34% 0.03× 88.1% → 48.1%
February 13, 2025 ±9.17% -8.24% 0.90× 61.8% → 36.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →