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Expedia Group EXPE 259.24 -13.24 -4.86%

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 · $260.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$6.48 $253.92 – $266.88 $252.61 – $268.19 $246.49 – $274.31
2 sessions ±3.5% ±$9.01 $251.39 – $269.41 $249.46 – $271.34 $240.95 – $279.85
3 sessions ±4.4% ±$11.35 $249.05 – $271.75 $246.83 – $273.97 $236.21 – $284.59
1 week ±5.5% ±$14.45 $245.95 – $274.85 $242.74 – $278.06 $229.62 – $291.18
2 weeks ±7.5% ±$19.63 $240.77 – $280.03 $236.13 – $284.67 $218.53 – $302.27
3 weeks ±8.9% ±$23.18 $237.22 – $283.58 $231.60 – $289.20 $211.44 – $309.36
1 month ±10.3% ±$26.95 $233.45 – $287.35 $226.76 – $294.04 $203.24 – $317.56
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
±9.62%
Average actual move
9.25%
Beyond the implied move
3 / 6
Median IV change
-47.80%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±9.97% -13.74% 1.38× —
August 06, 2026 ±9.93% -4.09% 0.41× —
May 08, 2026 ±8.68% -9.02% 1.04× —
August 08, 2025 ±9.95% +4.08% 0.41× 68.0% → 32.3%
May 09, 2025 ±9.60% -7.30% 0.76× 71.0% → 40.5%
February 07, 2025 ±9.58% +17.27% 1.80× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →