Baxter International Inc BAX 25.65 -0.85 -3.21%
Expected move
November 05, 2026 close · $25.65| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.9% ±$0.48 | $25.17 – $26.13 | $25.08 – $26.22 | $24.62 – $26.68 |
| 2 sessions | ±2.6% ±$0.66 | $24.99 – $26.31 | $24.84 – $26.46 | $24.22 – $27.08 |
| 3 sessions | ±3.3% ±$0.84 | $24.81 – $26.49 | $24.65 – $26.65 | $23.87 – $27.43 |
| 1 week | ±4.2% ±$1.06 | $24.59 – $26.71 | $24.35 – $26.95 | $23.38 – $27.92 |
| 2 weeks | ±5.9% ±$1.51 | $24.14 – $27.16 | $23.79 – $27.51 | $22.44 – $28.86 |
| 3 weeks | ±7.3% ±$1.87 | $23.78 – $27.52 | $23.33 – $27.97 | $21.70 – $29.60 |
| 1 month | ±8.6% ±$2.21 | $23.44 – $27.86 | $22.89 – $28.41 | $20.96 – $30.34 |
Earnings: priced against what happened
Average implied move
±6.88%
Average actual move
12.13%
Beyond the implied move
3 / 4
Median IV change
-27.58%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| February 12, 2026 | ±10.78% | -15.99% | 1.48× | — |
| July 31, 2025 | ±4.81% | -22.42% | 4.66× | — |
| May 01, 2025 | ±5.94% | -1.60% | 0.27× | 48.9% → 34.4% |
| February 20, 2025 | ±6.00% | +8.50% | 1.42× | 43.4% → 32.4% |