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TSS TSSI 6.03 -0.67 -10.0%

Previous-day view · Fri Nov 13 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 13, 2026 close · $6.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$0.21 $5.83 – $6.26 $5.79 – $6.30 $5.58 – $6.51
2 sessions ±5.0% ±$0.30 $5.74 – $6.35 $5.68 – $6.41 $5.40 – $6.69
3 sessions ±6.3% ±$0.38 $5.67 – $6.42 $5.59 – $6.50 $5.24 – $6.85
1 week ±8.0% ±$0.49 $5.56 – $6.53 $5.46 – $6.63 $5.02 – $7.07
2 weeks ±11.2% ±$0.67 $5.37 – $6.72 $5.21 – $6.88 $4.60 – $7.49
3 weeks ±13.8% ±$0.83 $5.21 – $6.88 $5.01 – $7.08 $4.28 – $7.81
1 month ±16.5% ±$1.00 $5.05 – $7.04 $4.80 – $7.29 $3.93 – $8.16
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
±23.74%
Average actual move
21.59%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
August 14, 2026 ±26.34% -19.06% 0.72× —
May 08, 2026 ±21.15% -24.12% 1.14× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →