Broadcom Inc AVGO 325.48 -6.65 -2.0% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $324.92| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.0% ±$6.46 | $318.45 – $331.38 | $317.18 – $332.65 | $311.07 – $338.76 |
| 2 sessions | ±2.8% ±$8.96 | $315.95 – $333.88 | $314.03 – $335.80 | $305.55 – $344.28 |
| 3 sessions | ±3.5% ±$11.31 | $313.61 – $336.22 | $311.43 – $338.40 | $300.84 – $348.99 |
| 1 week | ±4.4% ±$14.36 | $310.55 – $339.28 | $307.34 – $342.49 | $294.31 – $355.52 |
| 2 weeks | ±6.2% ±$20.14 | $304.77 – $345.06 | $299.99 – $349.84 | $281.90 – $367.93 |
| 3 weeks | ±7.7% ±$24.95 | $299.96 – $349.87 | $293.89 – $355.94 | $272.15 – $377.68 |
| 1 month | ±9.2% ±$29.72 | $295.19 – $354.64 | $287.81 – $362.02 | $261.88 – $387.95 |
Earnings: priced against what happened
Average implied move
±7.77%
Average actual move
9.66%
Beyond the implied move
3 / 7
Median IV change
-20.49%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| September 03, 2026 | ±8.02% | -2.74% | 0.34× | — |
| June 04, 2026 | ±8.88% | -12.59% | 1.42× | — |
| March 05, 2026 | ±8.50% | +4.80% | 0.56× | — |
| September 05, 2025 | ±5.62% | +9.41% | 1.67× | 49.9% → 41.8% |
| June 06, 2025 | ±6.52% | -5.00% | 0.77× | 55.9% → 38.6% |
| March 07, 2025 | ±9.25% | +8.64% | 0.93× | 78.1% → 58.7% |
| December 13, 2024 | ±7.58% | +24.43% | 3.22× | 58.9% → 64.3% |