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eBay Inc EBAY 125.15 6.53 5.5%

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 · $125.15
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.70 $123.45 – $126.85 $123.11 – $127.19 $121.50 – $128.80
2 sessions ±1.9% ±$2.37 $122.78 – $127.52 $122.28 – $128.02 $120.04 – $130.26
3 sessions ±2.4% ±$2.98 $122.17 – $128.13 $121.60 – $128.70 $118.79 – $131.51
1 week ±3.0% ±$3.79 $121.36 – $128.94 $120.51 – $129.79 $117.08 – $133.22
2 weeks ±4.3% ±$5.32 $119.83 – $130.47 $118.57 – $131.73 $113.80 – $136.50
3 weeks ±5.3% ±$6.60 $118.55 – $131.75 $116.95 – $133.35 $111.22 – $139.08
1 month ±6.3% ±$7.85 $117.30 – $133.00 $115.35 – $134.95 $108.51 – $141.79
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
±7.13%
Average actual move
5.18%
Beyond the implied move
2 / 6
Median IV change
-37.90%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±8.18% +2.69% 0.33× —
August 06, 2026 ±8.12% -0.91% 0.11× —
April 30, 2026 ±6.99% -0.30% 0.04× —
July 31, 2025 ±6.25% +18.30% 2.93× —
May 01, 2025 ±6.55% -0.72% 0.11× 47.7% → 29.6%
February 27, 2025 ±6.72% -8.19% 1.22× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →