Pre-market
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

GRAIL GRAL 125.64 0.9 0.72%

Previous-day view · Wed Nov 11 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 11, 2026 close · $125.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$4.58 $121.11 – $130.27 $120.20 – $131.18 $115.87 – $135.51
2 sessions ±5.1% ±$6.36 $119.33 – $132.05 $117.97 – $133.41 $111.96 – $139.42
3 sessions ±6.4% ±$8.02 $117.67 – $133.71 $116.12 – $135.26 $108.62 – $142.76
1 week ±8.1% ±$10.19 $115.50 – $135.88 $113.23 – $138.15 $103.98 – $147.40
2 weeks ±11.4% ±$14.29 $111.40 – $139.98 $108.01 – $143.37 $95.19 – $156.19
3 weeks ±14.1% ±$17.71 $107.98 – $143.40 $103.68 – $147.70 $88.27 – $163.11
1 month ±16.8% ±$21.09 $104.60 – $146.78 $99.36 – $152.02 $80.97 – $170.41
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
±15.48%
Average actual move
10.40%
Beyond the implied move
0 / 3
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±15.72% +15.35% 0.98× —
August 13, 2025 ±15.33% +1.13% 0.07× —
February 21, 2025 ±15.39% -14.72% 0.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →