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Grand Canyon Education LOPE 117.69 -4.56 -3.73%

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 · $117.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.15 $115.54 – $119.84 $115.10 – $120.28 $113.06 – $122.32
2 sessions ±2.5% ±$3.00 $114.69 – $120.69 $114.05 – $121.33 $111.22 – $124.16
3 sessions ±3.2% ±$3.78 $113.91 – $121.47 $113.18 – $122.20 $109.64 – $125.74
1 week ±4.1% ±$4.80 $112.89 – $122.49 $111.82 – $123.56 $107.45 – $127.93
2 weeks ±5.7% ±$6.74 $110.95 – $124.43 $109.35 – $126.03 $103.31 – $132.07
3 weeks ±6.8% ±$7.98 $109.71 – $125.67 $107.77 – $127.61 $100.83 – $134.55
1 month ±7.8% ±$9.24 $108.45 – $126.93 $106.16 – $129.22 $98.09 – $137.29
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
±6.93%
Average actual move
6.51%
Beyond the implied move
1 / 3
Median IV change
-37.88%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±7.90% +13.15% 1.66× —
May 07, 2025 ±6.79% +4.62% 0.68× —
February 20, 2025 ±6.09% +1.77% 0.29× 34.4% → 23.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →