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TripAdvisor TRIP 10.2 0.76 8.05%

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 · $10.20
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±11.7% ±$1.19 $9.01 – $11.39 $8.71 – $11.69 $7.61 – $12.79
2 sessions Earnings ±12.5% ±$1.27 $8.92 – $11.47 $8.61 – $11.79 $7.44 – $12.96
3 sessions Earnings ±13.3% ±$1.35 $8.85 – $11.55 $8.54 – $11.86 $7.30 – $13.10
1 week Earnings ±13.9% ±$1.42 $8.78 – $11.62 $8.44 – $11.96 $7.21 – $13.19
2 weeks Earnings ±15.2% ±$1.55 $8.65 – $11.75 $8.29 – $12.11 $6.94 – $13.46
3 weeks Earnings ±16.2% ±$1.66 $8.54 – $11.86 $8.15 – $12.25 $6.72 – $13.68
1 month Earnings ±17.4% ±$1.77 $8.43 – $11.97 $8.00 – $12.40 $6.47 – $13.93
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TRIP 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
±11.37%
Average actual move
8.53%
Beyond the implied move
2 / 5
Median IV change
-40.18%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.94% +0.45% 0.05× 77.2% → 53.8%
August 08, 2025 ±11.03% +11.68% 1.06× —
May 07, 2025 ±11.36% +12.54% 1.10× —
February 20, 2025 ±12.15% -6.78% 0.56× 86.1% → 43.0%
November 07, 2024 ±13.35% -11.20% 0.84× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →