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The GEO Group GEO 25.17 -2.36 -8.57%

Previous-day view · Thu Nov 5 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 05, 2026 close · $25.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.69 $24.47 – $25.85 $24.34 – $25.98 $23.69 – $26.63
2 sessions ±3.8% ±$0.95 $24.21 – $26.11 $24.00 – $26.32 $23.10 – $27.22
3 sessions ±4.8% ±$1.20 $23.96 – $26.36 $23.73 – $26.59 $22.60 – $27.72
1 week ±6.1% ±$1.53 $23.63 – $26.69 $23.29 – $27.03 $21.91 – $28.41
2 weeks ±8.5% ±$2.14 $23.02 – $27.30 $22.51 – $27.81 $20.59 – $29.73
3 weeks ±10.0% ±$2.51 $22.65 – $27.67 $22.04 – $28.28 $19.85 – $30.47
1 month ±11.3% ±$2.86 $22.30 – $28.02 $21.59 – $28.73 $19.10 – $31.22
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
±9.86%
Average actual move
12.12%
Beyond the implied move
3 / 4
Median IV change
-20.92%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±10.76% +20.92% 1.94× —
August 06, 2025 ±10.74% -11.46% 1.07× —
May 07, 2025 ±7.66% -10.04% 1.31× —
February 27, 2025 ±10.28% +6.05% 0.59× 97.2% → 79.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →