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Grab Holdings Limited Class A GRAB 3.41 -0.07 -2.01%

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 · $3.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$0.10 $3.27 – $3.48 $3.25 – $3.50 $3.16 – $3.60
2 sessions ±4.2% ±$0.14 $3.23 – $3.52 $3.20 – $3.55 $3.07 – $3.68
3 sessions ±5.3% ±$0.18 $3.20 – $3.56 $3.16 – $3.59 $2.99 – $3.76
1 week ±6.8% ±$0.23 $3.15 – $3.61 $3.10 – $3.66 $2.89 – $3.86
2 weeks ±8.6% ±$0.29 $3.09 – $3.67 $3.02 – $3.73 $2.76 – $3.99
3 weeks ±9.5% ±$0.32 $3.06 – $3.70 $2.98 – $3.78 $2.70 – $4.05
1 month ±11.0% ±$0.37 $3.00 – $3.75 $2.91 – $3.84 $2.59 – $4.16
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
±11.84%
Average actual move
5.32%
Beyond the implied move
0 / 6
Median IV change
-37.75%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±11.01% +9.09% 0.83× —
August 04, 2026 ±10.35% +1.36% 0.13× —
May 05, 2026 ±8.84% +1.66% 0.19× 74.1% → 50.3%
July 31, 2025 ±10.40% -7.56% 0.73× —
April 30, 2025 ±13.57% +1.88% 0.14× 96.5% → 56.3%
February 20, 2025 ±16.85% -10.39% 0.62× 135.4% → 84.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →