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Tandem Diabetes Care TNDM 19.05 1.4 7.93%

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 · $18.89
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.8% ±$1.10 $17.79 – $19.99 $17.57 – $20.21 $16.53 – $21.25
2 sessions ±8.1% ±$1.53 $17.36 – $20.42 $17.04 – $20.74 $15.59 – $22.19
3 sessions ±10.2% ±$1.92 $16.96 – $20.81 $16.59 – $21.19 $14.79 – $22.99
1 week ±12.9% ±$2.45 $16.44 – $21.34 $15.90 – $21.88 $13.68 – $24.10
2 weeks ±18.2% ±$3.43 $15.46 – $22.32 $14.64 – $23.14 $11.57 – $26.21
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TNDM reports in 2 sessions; 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
±21.24%
Average actual move
9.44%
Beyond the implied move
0 / 2
Median IV change
-64.61%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±22.33% -16.19% 0.72× —
November 07, 2024 ±20.15% -2.69% 0.13× 162.1% → 57.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →