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Toast TOST 35.16 -0.21 -0.59%

Previous-day view · Thu Nov 5 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 05, 2026 close · $35.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.86 $34.30 – $36.02 $34.13 – $36.19 $33.32 – $37.00
2 sessions ±3.4% ±$1.20 $33.96 – $36.36 $33.71 – $36.61 $32.58 – $37.74
3 sessions ±4.3% ±$1.50 $33.66 – $36.66 $33.37 – $36.95 $31.96 – $38.36
1 week ±5.4% ±$1.91 $33.25 – $37.07 $32.82 – $37.50 $31.08 – $39.24
2 weeks ±7.1% ±$2.50 $32.66 – $37.66 $32.07 – $38.25 $29.83 – $40.49
3 weeks ±8.3% ±$2.93 $32.23 – $38.09 $31.51 – $38.81 $28.96 – $41.36
1 month ±9.6% ±$3.36 $31.80 – $38.52 $30.97 – $39.35 $28.04 – $42.28
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
±11.04%
Average actual move
6.50%
Beyond the implied move
2 / 6
Median IV change
-42.89%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±10.45% +5.49% 0.52× —
August 05, 2026 ±10.84% +2.93% 0.27× —
May 08, 2026 ±8.66% -14.74% 1.70× —
August 06, 2025 ±11.78% -3.71% 0.31× 73.2% → 41.8%
May 09, 2025 ±11.09% +11.43% 1.03× 83.0% → 48.6%
February 20, 2025 ±13.43% +0.70% 0.05× 90.5% → 43.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →