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JFrog Ltd FROG 100.98 26.36 35.33%

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 · $100.89
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$3.55 $97.34 – $104.44 $96.63 – $105.15 $93.28 – $108.50
2 sessions ±4.9% ±$4.93 $95.96 – $105.82 $94.91 – $106.87 $90.25 – $111.53
3 sessions ±6.2% ±$6.21 $94.68 – $107.10 $93.47 – $108.31 $87.66 – $114.12
1 week ±7.8% ±$7.90 $92.99 – $108.79 $91.23 – $110.55 $84.06 – $117.72
2 weeks ±11.0% ±$11.08 $89.81 – $111.97 $87.18 – $114.60 $77.25 – $124.53
3 weeks ±13.3% ±$13.42 $87.47 – $114.31 $84.21 – $117.57 $72.54 – $129.24
1 month ±15.6% ±$15.76 $85.13 – $116.65 $81.22 – $120.56 $67.47 – $134.31
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
±15.76%
Average actual move
13.29%
Beyond the implied move
1 / 3
Median IV change
-68.95%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±17.01% +23.73% 1.39× —
May 09, 2025 ±12.90% +10.61% 0.82× —
February 14, 2025 ±17.37% +5.54% 0.32× 147.6% → 45.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →