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LegalZoom LZ 6.9 0.21 3.14%

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 · $6.96
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±15.4% ±$1.07 $5.89 – $8.04 $5.62 – $8.31 $4.62 – $9.31
2 sessions Earnings ±16.3% ±$1.13 $5.83 – $8.10 $5.55 – $8.38 $4.51 – $9.42
3 sessions Earnings ±17.0% ±$1.19 $5.78 – $8.15 $5.51 – $8.42 $4.42 – $9.51
1 week Earnings ±17.4% ±$1.21 $5.75 – $8.18 $5.46 – $8.47 $4.42 – $9.51
2 weeks Earnings ±17.9% ±$1.25 $5.72 – $8.21 $5.42 – $8.51 $4.33 – $9.60
3 weeks Earnings ±18.4% ±$1.28 $5.69 – $8.24 $5.38 – $8.55 $4.28 – $9.65
1 month Earnings ±18.8% ±$1.31 $5.65 – $8.28 $5.34 – $8.59 $4.21 – $9.72
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LZ reports in 1 session; 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
±16.46%
Average actual move
16.27%
Beyond the implied move
2 / 4
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±17.91% -3.34% 0.19× —
February 20, 2026 ±17.38% -6.95% 0.40× —
August 08, 2025 ±16.43% +31.18% 1.90× —
May 08, 2025 ±14.14% +23.59% 1.67× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →