Closed
⌘K
Sign in Sign up

Trupanion TRUP 36.75 2.03 5.85%

Previous-day view · Fri Nov 6 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

No chain in the last ten days can size a move for TRUP.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.88%
Average actual move
12.87%
Beyond the implied move
1 / 3
Median IV change
-40.41%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2026 ±13.15% -13.01% 0.99× —
August 08, 2025 ±13.54% +0.12% 0.01× 114.6% → 55.2%
February 20, 2025 ±14.94% -25.49% 1.71× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →