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Blackrock BLK 1224.37 63.05 5.43%

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 · $1225.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$17.39 $1207.66 – $1242.45 $1204.23 – $1245.88 $1187.69 – $1262.42
2 sessions ±2.0% ±$24.13 $1200.92 – $1249.19 $1195.78 – $1254.33 $1172.87 – $1277.24
3 sessions ±2.4% ±$28.78 $1196.27 – $1253.84 $1190.75 – $1259.36 $1163.80 – $1286.31
1 week ±2.8% ±$34.66 $1190.39 – $1259.72 $1182.67 – $1267.44 $1151.06 – $1299.05
2 weeks ±3.9% ±$47.53 $1177.52 – $1272.59 $1166.25 – $1283.86 $1123.74 – $1326.37
3 weeks ±4.6% ±$56.47 $1168.58 – $1281.53 $1154.74 – $1295.37 $1105.61 – $1344.50
1 month ±5.5% ±$67.87 $1157.19 – $1292.92 $1140.28 – $1309.83 $1081.11 – $1369.00
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
±4.00%
Average actual move
4.02%
Beyond the implied move
3 / 6
Median IV change
-12.71%
Reaction session Implied Actual Used ATM IV before → after
October 14, 2026 ±4.82% +0.72% 0.15× —
July 15, 2026 ±4.39% +6.63% 1.51× —
October 14, 2025 ±3.74% +3.39% 0.90× 32.3% → 27.1%
July 15, 2025 ±3.33% -5.88% 1.76× 28.1% → 28.7%
April 11, 2025 ±4.80% +2.33% 0.48× 53.7% → 41.2%
January 15, 2025 ±2.93% +5.19% 1.77× 25.9% → 23.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →