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GameStop Corp GME 25.62 0.07 0.27%

Previous-day view · Thu Nov 12 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 12, 2026 close · $25.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.59 $25.03 – $26.21 $24.90 – $26.33 $24.34 – $26.90
2 sessions ±3.2% ±$0.83 $24.79 – $26.45 $24.62 – $26.62 $23.83 – $27.41
3 sessions ±4.1% ±$1.04 $24.58 – $26.66 $24.38 – $26.86 $23.40 – $27.84
1 week ±5.2% ±$1.32 $24.30 – $26.94 $24.00 – $27.24 $22.80 – $28.44
2 weeks ±7.3% ±$1.86 $23.76 – $27.48 $23.32 – $27.92 $21.65 – $29.59
3 weeks ±9.0% ±$2.30 $23.32 – $27.92 $22.76 – $28.48 $20.75 – $30.49
1 month Earnings ±11.3% ±$2.89 $22.73 – $28.51 $22.04 – $29.20 $19.55 – $31.69
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GME reports in 18 sessions; only the horizons marked Earnings include its jump. 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
±8.94%
Average actual move
5.21%
Beyond the implied move
2 / 7
Median IV change
-24.38%
Reaction session Implied Actual Used ATM IV before → after
September 08, 2026 ±7.20% -1.41% 0.20× 57.5% → 54.0%
June 03, 2026 ±3.25% +6.02% 1.85× 53.4% → 40.0%
March 25, 2026 ±7.26% +1.18% 0.16× —
September 10, 2025 ±10.32% +3.31% 0.32× 74.7% → 53.1%
June 11, 2025 ±11.43% -5.31% 0.46× 90.6% → 66.4%
March 26, 2025 ±10.41% +11.65% 1.12× 83.7% → 76.5%
December 11, 2024 ±12.72% +7.58% 0.60× 101.1% → 77.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →