RACE Moves

Ferrari N RACE 416.13 -6.27 -1.48%

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Expected move

November 06, 2026 close · $416.13

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$5.28	$410.85 – $421.41	$409.76 – $422.50	$404.77 – $427.49
2 sessions	±1.8% ±$7.37	$408.76 – $423.50	$407.18 – $425.08	$400.23 – $432.03
3 sessions	±2.2% ±$9.28	$406.85 – $425.41	$405.06 – $427.20	$396.36 – $435.90
1 week	±2.8% ±$11.82	$404.31 – $427.95	$401.69 – $430.57	$391.00 – $441.26
2 weeks	±4.0% ±$16.56	$399.57 – $432.69	$395.66 – $436.60	$380.80 – $451.46
3 weeks	±5.1% ±$21.22	$394.91 – $437.35	$389.75 – $442.51	$371.27 – $460.99
1 month	±6.0% ±$25.09	$391.04 – $441.22	$384.80 – $447.46	$362.91 – $469.35

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

±6.50%

Average actual move

3.94%

Beyond the implied move

1 / 5

Median IV change

-29.59%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 03, 2026	±6.18%	+2.90%	0.47×	—
July 30, 2026	±6.55%	+3.12%	0.48×	—
May 05, 2026	±6.39%	-3.97%	0.62×	51.9% → 35.2%
February 10, 2026	±7.18%	+8.06%	1.12×	—
May 06, 2025	±6.18%	+1.65%	0.27×	44.3% → 31.2%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →