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GLOBUS MEDICAL INC GMED 87.1 7.52 9.45%

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 · $87.10
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$1.27 $85.83 – $88.37 $85.58 – $88.62 $84.37 – $89.83
2 sessions Earnings ±9.1% ±$7.88 $79.22 – $94.98 $77.29 – $96.91 $70.02 – $104.18
3 sessions Earnings ±9.5% ±$8.29 $78.81 – $95.39 $76.90 – $97.30 $69.31 – $104.89
1 week Earnings ±9.9% ±$8.60 $78.50 – $95.70 $76.42 – $97.78 $69.03 – $105.17
2 weeks Earnings ±10.4% ±$9.10 $78.00 – $96.20 $75.86 – $98.34 $67.91 – $106.29
3 weeks Earnings ±10.9% ±$9.53 $77.57 – $96.63 $75.30 – $98.90 $67.07 – $107.13
1 month Earnings ±11.5% ±$10.01 $77.09 – $97.11 $74.68 – $99.52 $66.06 – $108.14
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GMED reports in 2 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
±9.54%
Average actual move
10.76%
Beyond the implied move
2 / 5
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±12.99% -8.37% 0.64× —
August 08, 2025 ±8.92% +8.47% 0.95× —
May 09, 2025 ±8.73% -22.96% 2.63× —
February 21, 2025 ±8.74% -4.56% 0.52× —
November 06, 2024 ±8.34% +9.43% 1.13× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →