KNSL Moves

Kinsale Capital Group KNSL 383.73 -13.07 -3.29%

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Expected move

November 06, 2026 close · $387.37

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.5% ±$5.93	$381.44 – $393.30	$380.28 – $394.46	$374.70 – $400.04
2 sessions	±2.1% ±$8.21	$379.16 – $395.58	$377.41 – $397.33	$369.63 – $405.11
3 sessions	±2.7% ±$10.34	$377.03 – $397.71	$375.01 – $399.73	$365.33 – $409.41
1 week	±3.4% ±$13.17	$374.20 – $400.54	$371.26 – $403.48	$359.32 – $415.42
2 weeks	±4.8% ±$18.48	$368.89 – $405.85	$364.52 – $410.22	$347.97 – $426.77
3 weeks	±5.9% ±$22.78	$364.59 – $410.15	$359.01 – $415.73	$339.18 – $435.56
1 month	±7.0% ±$27.12	$360.25 – $414.49	$353.55 – $421.19	$329.92 – $444.82

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

±8.38%

Average actual move

7.58%

Beyond the implied move

0 / 2

Median IV change

-34.28%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 13, 2026	±8.82%	-7.40%	0.84×	—
February 14, 2025	±7.94%	-7.75%	0.98×	—

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