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Oscar Health OSCR 31.94 -0.17 -0.53%

Previous-day view · Thu Nov 12 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 12, 2026 close · $31.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.82 $31.05 – $32.69 $30.89 – $32.85 $30.11 – $33.63
2 sessions ±3.6% ±$1.14 $30.73 – $33.01 $30.49 – $33.25 $29.41 – $34.33
3 sessions ±4.5% ±$1.44 $30.43 – $33.31 $30.16 – $33.58 $28.81 – $34.93
1 week ±5.7% ±$1.83 $30.04 – $33.70 $29.64 – $34.10 $27.98 – $35.76
2 weeks ±7.9% ±$2.53 $29.34 – $34.40 $28.74 – $35.00 $26.48 – $37.26
3 weeks ±9.6% ±$3.07 $28.80 – $34.94 $28.06 – $35.68 $25.39 – $38.35
1 month ±11.9% ±$3.79 $28.08 – $35.66 $27.14 – $36.60 $23.84 – $39.90
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
±12.57%
Average actual move
12.43%
Beyond the implied move
2 / 5
Median IV change
-19.37%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±10.02% -5.71% 0.57× —
August 06, 2026 ±11.76% -11.86% 1.01× —
May 06, 2026 ±11.73% +10.59% 0.90× 87.6% → 70.6%
August 06, 2025 ±11.94% +3.76% 0.32× 96.0% → 77.5%
May 07, 2025 ±17.41% +30.22% 1.74× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →