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Barclays PLC BCS 22.33 -0.49 -2.15%

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 · $22.33
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.38 $21.95 – $22.71 $21.87 – $22.79 $21.50 – $23.16
2 sessions ±2.4% ±$0.54 $21.79 – $22.87 $21.68 – $22.98 $21.18 – $23.48
3 sessions ±3.0% ±$0.67 $21.66 – $23.00 $21.53 – $23.13 $20.90 – $23.76
1 week ±3.8% ±$0.86 $21.47 – $23.19 $21.28 – $23.38 $20.51 – $24.15
2 weeks ±5.4% ±$1.20 $21.13 – $23.53 $20.84 – $23.82 $19.77 – $24.89
3 weeks ±6.3% ±$1.42 $20.91 – $23.75 $20.57 – $24.09 $19.34 – $25.32
1 month ±7.3% ±$1.64 $20.69 – $23.97 $20.29 – $24.37 $18.86 – $25.80
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
±7.10%
Average actual move
3.79%
Beyond the implied move
0 / 2
Median IV change
-15.21%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±7.21% -2.06% 0.29× —
February 13, 2025 ±6.99% -5.52% 0.79× 54.1% → 33.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →