U Moves

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Unity Software Inc U 49.65 -0.69 -1.37%

Previous-day view · Wed Nov 11 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 11, 2026 close · $49.53

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$1.16	$48.37 – $50.69	$48.13 – $50.93	$47.04 – $52.02
2 sessions	±3.3% ±$1.61	$47.92 – $51.14	$47.57 – $51.49	$46.05 – $53.01
3 sessions	±4.1% ±$2.04	$47.49 – $51.57	$47.10 – $51.96	$45.20 – $53.86
1 week	±5.2% ±$2.59	$46.94 – $52.12	$46.37 – $52.69	$44.02 – $55.04
2 weeks	±7.3% ±$3.60	$45.93 – $53.13	$45.08 – $53.98	$41.85 – $57.21
3 weeks	±8.9% ±$4.41	$45.12 – $53.94	$44.04 – $55.02	$40.20 – $58.86
1 month	±10.4% ±$5.14	$44.39 – $54.67	$43.12 – $55.94	$38.64 – $60.42

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

±14.18%

Average actual move

11.91%

Beyond the implied move

2 / 6

Median IV change

-28.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±16.51%	+14.93%	0.90×	—
August 06, 2026	±14.87%	+15.05%	1.01×	—
May 07, 2026	±14.83%	-2.02%	0.14×	—
August 06, 2025	±13.79%	-5.95%	0.43×	102.3% → 77.3%
May 07, 2025	±12.66%	-3.10%	0.24×	93.1% → 63.4%
February 20, 2025	±12.41%	+30.41%	2.45×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →