After hours
⌘K
Sign in Sign up

Becton BDX 209.19 11.02 5.56%

Previous-day view · Wed Nov 4 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 04, 2026 close · $208.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±5.1% ±$10.59 $197.87 – $219.05 $195.18 – $221.74 $185.38 – $231.54
2 sessions Earnings ±7.5% ±$15.70 $192.76 – $224.16 $188.93 – $227.99 $174.46 – $242.46
3 sessions Earnings ±9.6% ±$19.95 $188.51 – $228.41 $183.92 – $233.00 $165.68 – $251.24
1 week Earnings ±12.5% ±$26.02 $182.44 – $234.48 $176.17 – $240.75 $153.80 – $263.12
2 weeks Earnings ±17.6% ±$36.67 $171.79 – $245.13 $163.16 – $253.76 $131.14 – $285.78
3 weeks Earnings ±21.4% ±$44.59 $163.87 – $253.05 $153.26 – $263.66 $114.76 – $302.16
1 month Earnings ±25.1% ±$52.32 $156.14 – $260.78 $143.52 – $273.40 $98.46 – $318.46
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BDX reports in 1 session; 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
±6.09%
Average actual move
5.34%
Beyond the implied move
2 / 4
Median IV change
-0.32%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.08% +5.87% 0.97× —
February 09, 2026 ±6.64% -1.25% 0.19× —
August 07, 2025 ±6.70% +8.86% 1.32× 52.3% → 52.2%
November 07, 2024 ±4.96% -5.39% 1.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →