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Abbott Laboratories ABT 115.51 6.11 5.59%

Previous-day view · Wed Nov 4 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 04, 2026 close · $115.51
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.43 $114.08 – $116.94 $113.79 – $117.23 $112.44 – $118.58
2 sessions ±1.7% ±$1.99 $113.52 – $117.50 $113.10 – $117.92 $111.22 – $119.80
3 sessions ±2.2% ±$2.51 $113.00 – $118.02 $112.52 – $118.50 $110.17 – $120.85
1 week ±2.8% ±$3.19 $112.32 – $118.70 $111.62 – $119.40 $108.73 – $122.29
2 weeks ±3.9% ±$4.47 $111.04 – $119.98 $109.99 – $121.03 $105.98 – $125.04
3 weeks ±4.8% ±$5.53 $109.98 – $121.04 $108.63 – $122.39 $103.82 – $127.20
1 month ±5.9% ±$6.84 $108.67 – $122.35 $106.97 – $124.05 $101.00 – $130.02
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
±4.32%
Average actual move
4.80%
Beyond the implied move
3 / 7
Median IV change
-9.90%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±6.64% -1.89% 0.29× —
July 16, 2026 ±5.07% +10.71% 2.11× —
April 16, 2026 ±4.43% -6.00% 1.35× —
October 15, 2025 ±3.75% -2.87% 0.76× —
July 17, 2025 ±3.34% -8.52% 2.55× —
April 16, 2025 ±3.78% +2.76% 0.73× 30.4% → 30.5%
January 22, 2025 ±3.19% +0.85% 0.27× 22.1% → 17.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →