ABBV Moves

ABBVIE INC ABBV 294.83 8.83 3.09%

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Expected move

November 04, 2026 close · $294.51

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.2% ±$3.53	$290.98 – $298.04	$290.27 – $298.75	$286.91 – $302.11
2 sessions	±1.7% ±$4.92	$289.59 – $299.43	$288.53 – $300.49	$283.88 – $305.14
3 sessions	±2.1% ±$6.21	$288.30 – $300.72	$287.12 – $301.90	$281.32 – $307.70
1 week	±2.7% ±$7.89	$286.62 – $302.40	$284.88 – $304.14	$277.72 – $311.30
2 weeks	±3.8% ±$11.04	$283.47 – $305.55	$280.84 – $308.18	$270.92 – $318.10
3 weeks	±4.5% ±$13.31	$281.20 – $307.82	$277.99 – $311.03	$266.41 – $322.61
1 month	±5.4% ±$15.84	$278.67 – $310.35	$274.75 – $314.27	$260.94 – $328.08

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

±4.33%

Average actual move

2.69%

Beyond the implied move

1 / 7

Median IV change

-28.61%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 30, 2026	±4.03%	+1.41%	0.35×	—
July 31, 2026	±3.00%	-2.51%	0.84×	—
April 29, 2026	±4.73%	+3.14%	0.66×	37.9% → 33.4%
February 04, 2026	±4.89%	-3.79%	0.78×	—
July 31, 2025	±4.73%	-0.15%	0.03×	35.5% → 25.4%
April 25, 2025	±4.75%	+3.15%	0.66×	40.0% → 27.6%
January 31, 2025	±4.18%	+4.70%	1.12×	33.3% → 23.7%

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