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TAL Education Group TAL 10.16 -0.03 -0.29%

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 · $10.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.19 $9.94 – $10.32 $9.91 – $10.35 $9.73 – $10.53
2 sessions ±2.5% ±$0.26 $9.87 – $10.39 $9.82 – $10.44 $9.57 – $10.69
3 sessions ±3.2% ±$0.32 $9.81 – $10.45 $9.74 – $10.52 $9.44 – $10.82
1 week ±4.1% ±$0.41 $9.72 – $10.54 $9.63 – $10.63 $9.25 – $11.01
2 weeks ±5.7% ±$0.58 $9.55 – $10.71 $9.41 – $10.85 $8.90 – $11.36
3 weeks ±6.9% ±$0.70 $9.43 – $10.83 $9.26 – $11.00 $8.66 – $11.60
1 month ±8.1% ±$0.82 $9.31 – $10.95 $9.11 – $11.15 $8.39 – $11.87
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
±10.27%
Average actual move
16.11%
Beyond the implied move
3 / 3
Median IV change
-34.13%
Reaction session Implied Actual Used ATM IV before → after
July 31, 2025 ±7.93% +8.42% 1.06× —
April 24, 2025 ±12.75% -18.67% 1.46× —
January 23, 2025 ±10.13% +21.25% 2.10× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →