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NetEase NTES 129.45 2.89 2.28%

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 · $128.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.30 $126.68 – $131.28 $126.22 – $131.74 $124.07 – $133.89
2 sessions ±2.5% ±$3.19 $125.79 – $132.17 $125.11 – $132.85 $122.11 – $135.85
3 sessions ±3.1% ±$4.01 $124.97 – $132.99 $124.18 – $133.78 $120.43 – $137.53
1 week ±4.0% ±$5.11 $123.87 – $134.09 $122.74 – $135.22 $118.11 – $139.85
2 weeks ±5.5% ±$7.16 $121.82 – $136.14 $120.12 – $137.84 $113.70 – $144.26
3 weeks ±6.9% ±$8.87 $120.11 – $137.85 $117.95 – $140.01 $110.23 – $147.73
1 month ±8.2% ±$10.56 $118.42 – $139.54 $115.79 – $142.17 $106.58 – $151.38
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NTES reports in 9 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
±6.51%
Average actual move
6.91%
Beyond the implied move
3 / 6
Median IV change
-15.66%
Reaction session Implied Actual Used ATM IV before → after
August 20, 2026 ±5.09% -5.85% 1.15× —
February 11, 2026 ±7.85% -4.06% 0.52× —
August 14, 2025 ±6.86% -3.88% 0.57× —
May 15, 2025 ±5.34% +14.61% 2.73× —
February 20, 2025 ±7.01% -2.64% 0.38× 58.2% → 42.8%
November 14, 2024 ±6.88% +10.41% 1.51× 55.7% → 53.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →