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Spotify Technology S SPOT 603.01 -11.4 -1.86%

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 · $603.43
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$10.56 $592.87 – $613.99 $590.76 – $616.10 $580.74 – $626.12
2 sessions ±2.4% ±$14.72 $588.71 – $618.15 $585.63 – $621.23 $571.69 – $635.17
3 sessions ±3.1% ±$18.53 $584.90 – $621.96 $581.34 – $625.52 $563.97 – $642.89
1 week ±3.9% ±$23.53 $579.90 – $626.96 $574.65 – $632.21 $553.28 – $653.58
2 weeks ±5.6% ±$33.61 $569.82 – $637.04 $561.85 – $645.01 $531.74 – $675.12
3 weeks ±6.8% ±$41.33 $562.10 – $644.76 $552.02 – $654.84 $515.99 – $690.87
1 month ±8.1% ±$48.76 $554.67 – $652.19 $542.54 – $664.32 $500.06 – $706.80
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
±9.80%
Average actual move
9.75%
Beyond the implied move
5 / 7
Median IV change
-36.08%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±8.53% +11.10% 1.30× —
August 04, 2026 ±9.19% -1.68% 0.18× —
April 28, 2026 ±10.08% -12.43% 1.23× —
February 10, 2026 ±10.73% +14.75% 1.37× —
July 29, 2025 ±8.78% -11.55% 1.32× 70.3% → 49.5%
April 29, 2025 ±10.70% -3.48% 0.33× 86.9% → 48.0%
February 04, 2025 ±10.61% +13.24% 1.25× 80.3% → 51.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →