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TKO Group Holdings TKO 193.48 6.28 3.35%

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 · $193.48
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±4.5% ±$8.73 $184.75 – $202.21 $182.53 – $204.43 $174.44 – $212.52
2 sessions Earnings ±5.0% ±$9.58 $183.90 – $203.06 $181.54 – $205.42 $172.72 – $214.24
3 sessions Earnings ±5.4% ±$10.37 $183.11 – $203.85 $180.71 – $206.25 $171.21 – $215.75
1 week Earnings ±5.8% ±$11.30 $182.18 – $204.78 $179.43 – $207.53 $169.72 – $217.24
2 weeks Earnings ±6.8% ±$13.10 $180.38 – $206.58 $177.31 – $209.65 $165.87 – $221.09
3 weeks Earnings ±7.5% ±$14.59 $178.89 – $208.07 $175.41 – $211.55 $162.81 – $224.15
1 month Earnings ±8.3% ±$16.16 $177.32 – $209.64 $173.42 – $213.54 $159.50 – $227.46
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TKO reports in 1 session; only the horizons marked Earnings include its jump. 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
±6.21%
Average actual move
3.45%
Beyond the implied move
0 / 3
Median IV change
-19.90%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.01% -1.55% 0.26× 47.7% → 35.6%
August 07, 2025 ±6.55% +3.30% 0.50× 52.5% → 42.1%
May 09, 2025 ±6.07% -5.50% 0.91× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →