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Nebius Group N NBIS 129.49 9.12 7.58% Regime: Vol Expansion (83%)

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 · $129.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.4% ±$5.66 $123.86 – $135.19 $122.72 – $136.33 $117.38 – $141.67
2 sessions ±6.1% ±$7.88 $121.65 – $137.40 $119.98 – $139.07 $112.53 – $146.52
3 sessions ±7.7% ±$9.92 $119.60 – $139.45 $117.69 – $141.36 $108.40 – $150.65
1 week Earnings ±18.8% ±$24.35 $105.17 – $153.88 $99.29 – $159.76 $78.35 – $180.70
2 weeks Earnings ±21.5% ±$27.84 $101.69 – $157.36 $95.14 – $163.91 $70.84 – $188.21
3 weeks Earnings ±23.8% ±$30.76 $98.76 – $160.29 $91.43 – $167.62 $64.87 – $194.18
1 month Earnings ±26.1% ±$33.85 $95.67 – $163.38 $87.51 – $171.54 $58.33 – $200.72
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NBIS reports in 4 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
±12.34%
Average actual move
18.16%
Beyond the implied move
3 / 4
Median IV change
-10.35%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±13.08% +34.14% 2.61× —
May 13, 2026 ±11.35% +15.72% 1.39× 111.8% → 105.5%
August 07, 2025 ±10.30% +18.55% 1.80× 95.2% → 80.8%
May 20, 2025 ±14.64% +4.21% 0.29× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →