JD Moves

JD JD 27.73 0.82 3.05%

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Expected move

November 04, 2026 close · $27.77

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$0.43	$27.34 – $28.20	$27.26 – $28.29	$26.85 – $28.70
2 sessions	±2.1% ±$0.60	$27.18 – $28.37	$27.05 – $28.50	$26.49 – $29.06
3 sessions	±2.7% ±$0.76	$27.02 – $28.53	$26.88 – $28.67	$26.17 – $29.37
1 week	±3.4% ±$0.96	$26.82 – $28.73	$26.60 – $28.94	$25.74 – $29.81
2 weeks Earnings	±7.0% ±$1.94	$25.84 – $29.71	$25.38 – $30.17	$23.69 – $31.86
3 weeks Earnings	±7.8% ±$2.18	$25.59 – $29.95	$25.07 – $30.47	$23.19 – $32.35
1 month Earnings	±8.8% ±$2.43	$25.34 – $30.20	$24.76 – $30.79	$22.66 – $32.89

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. JD reports in 9 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

±6.74%

Average actual move

3.41%

Beyond the implied move

1 / 7

Median IV change

-26.86%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±4.90%	-7.31%	1.49×	—
May 12, 2026	±5.90%	+3.14%	0.53×	56.9% → 38.8%
March 05, 2026	±5.65%	+0.28%	0.05×	—
August 14, 2025	±5.91%	-2.86%	0.48×	48.8% → 38.2%
May 13, 2025	±7.52%	+3.33%	0.44×	63.9% → 46.4%
March 06, 2025	±8.42%	+0.37%	0.04×	71.5% → 59.3%
November 14, 2024	±8.88%	-6.56%	0.74×	68.9% → 50.4%

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