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Global Ship Lease GSL 42.65 0.36 0.85%

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 · $42.65
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.49 $42.16 – $43.14 $42.07 – $43.23 $41.61 – $43.69
2 sessions ±1.6% ±$0.67 $41.98 – $43.32 $41.83 – $43.47 $41.19 – $44.11
3 sessions ±2.0% ±$0.85 $41.80 – $43.50 $41.63 – $43.67 $40.84 – $44.46
1 week ±2.5% ±$1.08 $41.57 – $43.73 $41.33 – $43.97 $40.35 – $44.95
2 weeks ±3.6% ±$1.52 $41.13 – $44.17 $40.77 – $44.53 $39.41 – $45.89
3 weeks ±4.4% ±$1.88 $40.77 – $44.53 $40.31 – $44.99 $38.68 – $46.62
1 month ±5.3% ±$2.24 $40.41 – $44.89 $39.86 – $45.44 $37.90 – $47.40
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
±6.07%
Average actual move
3.79%
Beyond the implied move
0 / 2
Median IV change
-33.69%
Reaction session Implied Actual Used ATM IV before → after
November 09, 2026 ±6.28% +5.59% 0.89× —
August 05, 2025 ±5.86% +1.99% 0.34× 41.1% → 27.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →