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H&R Block HRB 52.69 -2.32 -4.22%

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 · $52.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.91 $51.78 – $53.60 $51.60 – $53.78 $50.75 – $54.63
2 sessions Earnings ±7.9% ±$4.18 $48.51 – $56.87 $47.49 – $57.89 $43.64 – $61.74
3 sessions Earnings ±8.4% ±$4.44 $48.25 – $57.13 $47.23 – $58.15 $43.16 – $62.22
1 week Earnings ±8.9% ±$4.69 $48.00 – $57.38 $46.86 – $58.52 $42.83 – $62.55
2 weeks Earnings ±9.8% ±$5.16 $47.53 – $57.85 $46.31 – $59.07 $41.81 – $63.57
3 weeks Earnings ±10.6% ±$5.56 $47.13 – $58.25 $45.81 – $59.57 $41.01 – $64.37
1 month Earnings ±11.4% ±$5.99 $46.70 – $58.68 $45.26 – $60.12 $40.09 – $65.29
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. HRB reports in 2 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
±8.24%
Average actual move
10.97%
Beyond the implied move
2 / 5
Median IV change
-47.94%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±8.57% +16.09% 1.88× —
May 07, 2026 ±9.04% +23.77% 2.63× —
August 13, 2025 ±7.62% -3.07% 0.40× —
May 08, 2025 ±8.68% -5.30% 0.61× 67.0% → 31.6%
November 08, 2024 ±7.30% -6.60% 0.90× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →