BHP Moves

BHP Group Limited American Depositary BHP 79.89 1.31 1.67%

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Expected move

November 06, 2026 close · $79.91

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$1.35	$78.56 – $81.26	$78.29 – $81.53	$77.01 – $82.81
2 sessions	±2.4% ±$1.89	$78.02 – $81.80	$77.62 – $82.20	$75.85 – $83.97
3 sessions	±3.0% ±$2.37	$77.54 – $82.28	$77.08 – $82.74	$74.86 – $84.96
1 week	±3.8% ±$3.01	$76.90 – $82.92	$76.23 – $83.59	$73.49 – $86.33
2 weeks	±5.3% ±$4.23	$75.68 – $84.14	$74.68 – $85.14	$70.89 – $88.93
3 weeks	±6.4% ±$5.11	$74.80 – $85.02	$73.56 – $86.26	$69.11 – $90.71
1 month	±7.5% ±$6.00	$73.91 – $85.91	$72.42 – $87.40	$67.20 – $92.62

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

±3.85%

Average actual move

0.81%

Beyond the implied move

0 / 1

Median IV change

-4.83%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 18, 2026	±3.85%	+0.81%	0.21×	35.7% → 35.3%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →