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Tempus AI TEM 75.61 -2.19 -2.81%

Previous-day view · Wed Nov 4 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 04, 2026 close · $75.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$3.04 $72.46 – $78.54 $71.85 – $79.15 $68.98 – $82.02
2 sessions ±5.6% ±$4.22 $71.28 – $79.72 $70.38 – $80.62 $66.39 – $84.61
3 sessions ±7.0% ±$5.28 $70.22 – $80.78 $69.20 – $81.80 $64.24 – $86.76
1 week ±8.8% ±$6.68 $68.82 – $82.18 $67.32 – $83.68 $61.26 – $89.74
2 weeks ±12.1% ±$9.10 $66.40 – $84.60 $64.24 – $86.76 $56.08 – $94.92
3 weeks ±13.7% ±$10.34 $65.16 – $85.84 $62.64 – $88.36 $53.64 – $97.36
1 month ±16.9% ±$12.73 $62.77 – $88.23 $59.61 – $91.39 $48.51 – $102.49
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
±12.23%
Average actual move
8.05%
Beyond the implied move
1 / 6
Median IV change
-19.70%
Reaction session Implied Actual Used ATM IV before → after
November 02, 2026 ±13.92% +8.67% 0.62× —
May 06, 2026 ±9.56% -1.05% 0.11× 86.0% → 72.5%
February 25, 2026 ±10.51% -7.32% 0.70× —
August 08, 2025 ±10.30% +3.63% 0.35× 93.6% → 69.9%
May 07, 2025 ±12.55% +12.59% 1.00× 109.8% → 89.1%
February 25, 2025 ±16.53% -15.05% 0.91× 142.8% → 113.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →