XPEV Moves

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XPeng Inc XPEV 9.37 -0.09 -0.95%

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 · $9.36

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±5.7% ±$0.53	$8.83 – $9.89	$8.69 – $10.03	$8.20 – $10.52
2 sessions Earnings	±6.4% ±$0.60	$8.76 – $9.96	$8.61 – $10.11	$8.06 – $10.66
3 sessions Earnings	±7.1% ±$0.67	$8.69 – $10.03	$8.54 – $10.18	$7.93 – $10.79
1 week Earnings	±8.1% ±$0.75	$8.61 – $10.11	$8.43 – $10.30	$7.78 – $10.94
2 weeks Earnings	±9.8% ±$0.92	$8.44 – $10.28	$8.22 – $10.50	$7.42 – $11.30
3 weeks Earnings	±11.3% ±$1.05	$8.31 – $10.41	$8.06 – $10.67	$7.14 – $11.58
1 month Earnings	±12.7% ±$1.19	$8.17 – $10.55	$7.88 – $10.84	$6.85 – $11.87

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. XPEV 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

±9.48%

Average actual move

6.23%

Beyond the implied move

1 / 6

Median IV change

-18.09%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 24, 2026	±9.43%	-8.53%	0.90×	73.6% → 60.3%
May 28, 2026	±7.39%	-0.06%	0.01×	—
August 19, 2025	±9.30%	+4.22%	0.45×	81.1% → 60.9%
May 21, 2025	±8.51%	+13.00%	1.53×	73.0% → 66.1%
March 18, 2025	±10.93%	-7.82%	0.72×	97.7% → 85.7%
November 19, 2024	±11.34%	-3.77%	0.33×	96.1% → 75.8%

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