Closed
⌘K
Sign in Sign up

Talos Energy TALO 14.84 0.16 1.09%

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 · $14.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.34 $14.50 – $15.18 $14.43 – $15.25 $14.10 – $15.58
2 sessions ±3.2% ±$0.48 $14.36 – $15.32 $14.26 – $15.42 $13.81 – $15.87
3 sessions ±4.0% ±$0.60 $14.24 – $15.44 $14.12 – $15.56 $13.56 – $16.12
1 week ±5.2% ±$0.76 $14.08 – $15.60 $13.91 – $15.77 $13.21 – $16.47
2 weeks ±7.2% ±$1.07 $13.77 – $15.91 $13.51 – $16.17 $12.55 – $17.13
3 weeks ±8.9% ±$1.33 $13.51 – $16.17 $13.19 – $16.49 $12.04 – $17.64
1 month ±10.7% ±$1.58 $13.26 – $16.42 $12.87 – $16.81 $11.49 – $18.19
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
±10.59%
Average actual move
0.77%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±10.59% +0.77% 0.07× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →