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Lyft LYFT 18.74 2.07 12.42%

Previous-day view · Wed Nov 4 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 04, 2026 close · $18.79
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.39 $18.40 – $19.18 $18.32 – $19.26 $17.95 – $19.63
2 sessions Earnings ±10.2% ±$1.92 $16.87 – $20.71 $16.40 – $21.18 $14.63 – $22.95
3 sessions Earnings ±10.8% ±$2.03 $16.75 – $20.82 $16.29 – $21.29 $14.43 – $23.15
1 week Earnings ±11.4% ±$2.14 $16.65 – $20.93 $16.13 – $21.45 $14.29 – $23.29
2 weeks Earnings ±12.4% ±$2.33 $16.46 – $21.12 $15.91 – $21.67 $13.88 – $23.70
3 weeks Earnings ±13.3% ±$2.49 $16.30 – $21.28 $15.70 – $21.88 $13.55 – $24.03
1 month Earnings ±14.2% ±$2.67 $16.12 – $21.46 $15.48 – $22.10 $13.18 – $24.40
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LYFT reports in 2 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
±14.12%
Average actual move
13.12%
Beyond the implied move
3 / 6
Median IV change
-46.02%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±12.92% +1.34% 0.10× 94.0% → 52.4%
February 11, 2026 ±13.92% -16.97% 1.22× —
August 07, 2025 ±13.69% +1.57% 0.11× 91.7% → 46.2%
May 09, 2025 ±12.19% +28.08% 2.30× —
February 12, 2025 ±16.64% -7.92% 0.48× 109.3% → 59.0%
November 07, 2024 ±15.35% +22.85% 1.49× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →