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Natera NTRA 391.03 2.4 0.62%

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 · $390.01
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$8.93 $381.08 – $398.94 $379.32 – $400.70 $370.90 – $409.12
2 sessions Earnings ±10.3% ±$40.29 $349.72 – $430.30 $339.85 – $440.17 $302.69 – $477.33
3 sessions Earnings ±11.0% ±$42.86 $347.15 – $432.87 $337.24 – $442.78 $298.01 – $482.01
1 week Earnings ±11.6% ±$45.40 $344.61 – $435.41 $333.61 – $446.41 $294.57 – $485.45
2 weeks Earnings ±12.8% ±$50.08 $339.93 – $440.09 $328.15 – $451.87 $284.40 – $495.62
3 weeks Earnings ±13.9% ±$54.09 $335.92 – $444.10 $323.05 – $456.97 $276.32 – $503.70
1 month Earnings ±15.0% ±$58.42 $331.59 – $448.43 $317.51 – $462.51 $267.20 – $512.82
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NTRA reports in 2 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
±12.95%
Average actual move
11.25%
Beyond the implied move
1 / 4
Median IV change
-37.52%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±13.85% -11.64% 0.84× —
August 08, 2025 ±11.80% +7.70% 0.65× 100.3% → 61.2%
May 09, 2025 ±10.92% -6.53% 0.60× —
November 13, 2024 ±15.25% +19.13% 1.25× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →