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BlackBerry Limited BB 8.74 0.37 4.42%

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 · $8.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.23 $8.51 – $8.97 $8.47 – $9.01 $8.26 – $9.22
2 sessions ±3.6% ±$0.31 $8.43 – $9.05 $8.36 – $9.12 $8.06 – $9.42
3 sessions ±4.5% ±$0.39 $8.35 – $9.13 $8.27 – $9.21 $7.90 – $9.58
1 week ±5.7% ±$0.50 $8.24 – $9.24 $8.13 – $9.35 $7.67 – $9.81
2 weeks ±8.1% ±$0.70 $8.04 – $9.44 $7.87 – $9.61 $7.24 – $10.24
3 weeks ±10.0% ±$0.87 $7.87 – $9.61 $7.66 – $9.82 $6.90 – $10.58
1 month ±11.9% ±$1.04 $7.70 – $9.78 $7.44 – $10.04 $6.54 – $10.94
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BB reports in 29 sessions; only the horizons marked Earnings include its jump. 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
±12.80%
Average actual move
13.73%
Beyond the implied move
2 / 5
Median IV change
-24.36%
Reaction session Implied Actual Used ATM IV before → after
September 24, 2026 ±13.60% +4.18% 0.31× —
June 25, 2026 ±15.37% +19.95% 1.30× —
April 09, 2026 ±9.63% +8.22% 0.85× —
June 25, 2025 ±13.63% +12.47% 0.92× 94.7% → 62.1%
December 20, 2024 ±11.74% +23.83% 2.03× 94.1% → 80.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →