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Allegion Public Limited Company ALLE 185.39 -1.75 -0.94%

Previous-day view · Fri Nov 6 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 06, 2026 close · $185.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$2.11 $183.28 – $187.50 $182.85 – $187.93 $180.87 – $189.91
2 sessions ±1.6% ±$2.93 $182.46 – $188.32 $181.83 – $188.95 $179.07 – $191.71
3 sessions ±2.0% ±$3.69 $181.70 – $189.08 $180.98 – $189.80 $177.53 – $193.25
1 week ±2.5% ±$4.69 $180.70 – $190.08 $179.64 – $191.14 $175.40 – $195.38
2 weeks ±3.5% ±$6.58 $178.81 – $191.97 $177.25 – $193.53 $171.34 – $199.44
3 weeks ±4.4% ±$8.16 $177.23 – $193.55 $175.25 – $195.53 $168.15 – $202.63
1 month ±5.2% ±$9.71 $175.68 – $195.10 $173.27 – $197.51 $164.79 – $205.99
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
±5.52%
Average actual move
9.38%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 17, 2026 ±5.52% -9.38% 1.70× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →