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Ally Financial Inc ALLY 38.17 -0.66 -1.7%

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 · $38.31
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.57 $37.75 – $38.88 $37.64 – $38.99 $37.11 – $39.52
2 sessions ±2.0% ±$0.79 $37.53 – $39.10 $37.36 – $39.27 $36.63 – $40.00
3 sessions ±2.6% ±$0.98 $37.33 – $39.30 $37.14 – $39.49 $36.22 – $40.41
1 week ±3.3% ±$1.26 $37.06 – $39.57 $36.78 – $39.85 $35.64 – $40.99
2 weeks ±4.6% ±$1.76 $36.56 – $40.07 $36.14 – $40.49 $34.56 – $42.07
3 weeks ±5.6% ±$2.15 $36.17 – $40.46 $35.64 – $40.99 $33.77 – $42.86
1 month ±6.6% ±$2.55 $35.77 – $40.86 $35.15 – $41.48 $32.93 – $43.70
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
±6.05%
Average actual move
3.64%
Beyond the implied move
1 / 4
Median IV change
-27.13%
Reaction session Implied Actual Used ATM IV before → after
April 17, 2026 ±5.90% +8.10% 1.37× —
July 18, 2025 ±4.85% -0.89% 0.18× 42.5% → 26.2%
April 17, 2025 ±6.53% -1.71% 0.26× 62.1% → 45.2%
January 22, 2025 ±6.94% +3.85% 0.55× 47.9% → 31.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →