monday MNDY 87.93 -5.91 -6.3%
Expected move
November 06, 2026 close · $88.00| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session Earnings | ±16.3% ±$14.37 | $73.63 – $102.37 | $70.00 – $106.00 | $56.68 – $119.32 |
| 2 sessions Earnings | ±17.4% ±$15.29 | $72.71 – $103.29 | $68.96 – $107.04 | $54.85 – $121.15 |
| 3 sessions Earnings | ±18.3% ±$16.13 | $71.87 – $104.13 | $68.15 – $107.85 | $53.40 – $122.60 |
| 1 week Earnings | ±19.1% ±$16.79 | $71.21 – $104.79 | $67.14 – $108.86 | $52.70 – $123.30 |
| 2 weeks Earnings | ±20.4% ±$17.93 | $70.07 – $105.93 | $65.86 – $110.14 | $50.20 – $125.80 |
| 3 weeks Earnings | ±21.5% ±$18.90 | $69.10 – $106.90 | $64.60 – $111.40 | $48.28 – $127.72 |
| 1 month Earnings | ±22.7% ±$19.98 | $68.02 – $107.98 | $63.21 – $112.79 | $46.00 – $130.00 |
Earnings: priced against what happened
Average implied move
±16.53%
Average actual move
13.88%
Beyond the implied move
3 / 6
Median IV change
-24.48%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 10, 2026 | ±21.53% | -4.84% | 0.22× | — |
| May 11, 2026 | ±19.43% | +6.72% | 0.35× | — |
| August 11, 2025 | ±15.02% | -29.80% | 1.98× | — |
| May 12, 2025 | ±13.87% | +0.33% | 0.02× | — |
| February 10, 2025 | ±16.13% | +26.46% | 1.64× | 103.1% → 77.9% |
| November 11, 2024 | ±13.21% | -15.14% | 1.15× | — |