GRPN · Expected-Move

Groupon, Inc. (GRPN) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$18.84

Expected move: $4.50
Expected move %: 23.9%
Lower boundary: $14.34
Upper boundary: $23.34
Median historical move: 20.3%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

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2023-11-09Realized move 34.8597%Implied move UnavailableSigned actual 34.8597% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
34.8597%	Unavailable	Signed actual 34.8597% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
30.71%	Unavailable	Signed actual 30.71% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
23.5238%	Unavailable	Signed actual 23.5238% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
15.2132%	Unavailable	Signed actual 15.2132% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
27.0318%	Unavailable	Signed actual 27.0318% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.2947%	Unavailable	Signed actual 6.2947% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
42.5795%	Unavailable	Signed actual 42.5795% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
20.2804%	Unavailable	Signed actual 20.2804% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
5.0265%	Unavailable	Signed actual 5.0265% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
15.0065%	Unavailable	Signed actual 15.0065% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.4771%	Unavailable	Signed actual 0.4771% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 6, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.