GTX Moves

Garrett Motion Inc GTX 20.13 0.77 3.98%

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 · $20.06

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$0.46	$19.60 – $20.52	$19.50 – $20.62	$19.07 – $21.05
2 sessions	±3.2% ±$0.64	$19.42 – $20.70	$19.28 – $20.84	$18.67 – $21.45
3 sessions	±4.0% ±$0.81	$19.25 – $20.87	$19.09 – $21.03	$18.33 – $21.79
1 week	±5.1% ±$1.03	$19.03 – $21.09	$18.80 – $21.32	$17.86 – $22.26
2 weeks	±7.2% ±$1.45	$18.61 – $21.51	$18.27 – $21.85	$16.97 – $23.15

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

±8.63%

Average actual move

5.18%

Beyond the implied move

0 / 1

Median IV change

-22.88%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 20, 2025	±8.63%	+5.18%	0.60×	—

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