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Klaviyo KVYO 22.13 0.79 3.7%

Previous-day view · Fri Nov 13 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 13, 2026 close · $22.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.57 $21.56 – $22.70 $21.44 – $22.82 $20.90 – $23.36
2 sessions ±3.6% ±$0.80 $21.33 – $22.93 $21.16 – $23.10 $20.41 – $23.85
3 sessions ±4.5% ±$1.00 $21.13 – $23.13 $20.93 – $23.33 $19.99 – $24.27
1 week ±5.8% ±$1.28 $20.85 – $23.41 $20.57 – $23.69 $19.41 – $24.85
2 weeks ±8.0% ±$1.77 $20.36 – $23.90 $19.94 – $24.32 $18.36 – $25.90
3 weeks ±9.8% ±$2.18 $19.95 – $24.31 $19.42 – $24.84 $17.53 – $26.73
1 month ±11.7% ±$2.59 $19.54 – $24.72 $18.90 – $25.36 $16.64 – $27.62
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
±15.22%
Average actual move
14.87%
Beyond the implied move
2 / 4
Median IV change
-38.54%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±17.57% -32.23% 1.83× —
August 06, 2025 ±13.19% +15.02% 1.14× 96.4% → 73.3%
May 07, 2025 ±16.93% +6.39% 0.38× 125.3% → 62.5%
February 20, 2025 ±13.19% -5.83% 0.44× 70.9% → 43.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →