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Innodata Inc INOD 36.29 -1.88 -4.93%

Previous-day view · Thu Nov 12 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 12, 2026 close · $36.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$1.33 $34.99 – $37.65 $34.73 – $37.91 $33.48 – $39.16
2 sessions ±5.1% ±$1.84 $34.48 – $38.16 $34.09 – $38.55 $32.35 – $40.29
3 sessions ±6.4% ±$2.32 $34.00 – $38.64 $33.55 – $39.09 $31.38 – $41.26
1 week ±8.1% ±$2.95 $33.37 – $39.27 $32.71 – $39.93 $30.04 – $42.60
2 weeks ±11.4% ±$4.14 $32.18 – $40.46 $31.20 – $41.44 $27.49 – $45.15
3 weeks ±14.1% ±$5.12 $31.20 – $41.44 $29.95 – $42.69 $25.49 – $47.15
1 month ±17.1% ±$6.20 $30.12 – $42.52 $28.59 – $44.05 $23.19 – $49.45
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
±19.60%
Average actual move
24.84%
Beyond the implied move
1 / 5
Median IV change
-28.77%
Reaction session Implied Actual Used ATM IV before → after
November 06, 2026 ±19.61% -4.12% 0.21× —
August 07, 2026 ±18.25% -4.81% 0.26× —
May 08, 2026 ±15.28% +86.00% 5.63× —
May 09, 2025 ±22.38% -15.79% 0.71× —
February 21, 2025 ±22.45% +13.47% 0.60× 135.6% → 106.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →