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New York Times Co NYT 68.36 2.79 4.25%

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 · $68.36
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$0.95 $67.41 – $69.31 $67.23 – $69.49 $66.33 – $70.39
2 sessions ±1.9% ±$1.32 $67.04 – $69.68 $66.76 – $69.96 $65.52 – $71.20
3 sessions ±2.4% ±$1.66 $66.70 – $70.02 $66.38 – $70.34 $64.83 – $71.89
1 week ±3.1% ±$2.11 $66.25 – $70.47 $65.78 – $70.94 $63.87 – $72.85
2 weeks ±4.3% ±$2.96 $65.40 – $71.32 $64.70 – $72.02 $62.04 – $74.68
3 weeks ±5.3% ±$3.64 $64.72 – $72.00 $63.83 – $72.89 $60.66 – $76.06
1 month ±6.3% ±$4.33 $64.03 – $72.69 $62.96 – $73.76 $59.19 – $77.53
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
±7.76%
Average actual move
7.96%
Beyond the implied move
2 / 3
Median IV change
-53.50%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±8.22% +8.31% 1.01× —
August 06, 2025 ±6.76% +15.54% 2.30× —
May 07, 2025 ±8.31% -0.04% 0.00× 55.1% → 25.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →