GTLB Moves

GitLab Inc GTLB 48.09 -0.9 -1.84%

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Expected move

November 06, 2026 close · $48.02

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.5% ±$1.21	$46.81 – $49.23	$46.56 – $49.48	$45.41 – $50.63
2 sessions	±3.5% ±$1.69	$46.33 – $49.71	$45.97 – $50.07	$44.37 – $51.67
3 sessions	±4.4% ±$2.13	$45.89 – $50.15	$45.47 – $50.57	$43.48 – $52.56
1 week	±5.6% ±$2.71	$45.31 – $50.73	$44.71 – $51.33	$42.25 – $53.79
2 weeks	±7.9% ±$3.80	$44.22 – $51.82	$43.32 – $52.72	$39.91 – $56.13
3 weeks	±9.8% ±$4.71	$43.31 – $52.73	$42.17 – $53.87	$38.07 – $57.97
1 month Earnings	±19.6% ±$9.43	$38.59 – $57.45	$36.31 – $59.73	$28.19 – $67.85

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GTLB reports in 17 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

±16.06%

Average actual move

7.35%

Beyond the implied move

0 / 6

Median IV change

-44.06%

Reaction session	Implied	Actual	Used	ATM IV before → after
September 02, 2026	±16.08%	+9.98%	0.62×	—
June 03, 2026	±21.37%	-2.80%	0.13×	—
September 04, 2025	±15.46%	-7.35%	0.48×	103.9% → 54.2%
June 11, 2025	±12.99%	-10.60%	0.82×	89.5% → 53.4%
March 04, 2025	±14.93%	+11.64%	0.78×	113.3% → 76.2%
December 06, 2024	±15.52%	+1.74%	0.11×	108.0% → 45.2%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →