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Nasdaq NDAQ 106.83 -2.87 -2.62%

Previous-day view · Thu Nov 5 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 05, 2026 close · $106.83
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.34 $105.49 – $108.17 $105.23 – $108.43 $103.97 – $109.69
2 sessions ±1.7% ±$1.86 $104.97 – $108.69 $104.59 – $109.07 $102.83 – $110.83
3 sessions ±2.2% ±$2.34 $104.49 – $109.17 $104.04 – $109.62 $101.86 – $111.80
1 week ±2.8% ±$2.97 $103.86 – $109.80 $103.20 – $110.46 $100.51 – $113.15
2 weeks ±4.0% ±$4.22 $102.61 – $111.05 $101.62 – $112.04 $97.83 – $115.83
3 weeks ±4.8% ±$5.17 $101.66 – $112.00 $100.40 – $113.26 $95.89 – $117.77
1 month ±5.7% ±$6.07 $100.76 – $112.90 $99.26 – $114.40 $93.96 – $119.70
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
±3.74%
Average actual move
2.92%
Beyond the implied move
1 / 3
Median IV change
-16.17%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±3.64% +7.47% 2.05× —
July 23, 2026 ±3.93% -0.53% 0.13× —
April 23, 2026 ±3.65% +0.78% 0.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →