BNY Moves

Bank of New York Mellon BNY 147.72 0.23 0.16%

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Expected move

November 06, 2026 close · $147.57

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.2% ±$1.80	$145.77 – $149.37	$145.42 – $149.72	$143.72 – $151.42
2 sessions	±1.7% ±$2.49	$145.08 – $150.06	$144.54 – $150.60	$142.18 – $152.96
3 sessions	±2.1% ±$3.14	$144.43 – $150.71	$143.82 – $151.32	$140.87 – $154.27
1 week	±2.7% ±$4.00	$143.57 – $151.57	$142.69 – $152.45	$139.06 – $156.08
2 weeks	±3.8% ±$5.61	$141.96 – $153.18	$140.63 – $154.51	$135.60 – $159.54
3 weeks	±4.7% ±$6.88	$140.69 – $154.45	$139.03 – $156.11	$133.05 – $162.09
1 month	±5.5% ±$8.13	$139.44 – $155.70	$137.42 – $157.72	$130.33 – $164.81

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

±3.14%

Average actual move

5.08%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
July 15, 2026	±3.14%	+5.08%	1.62×	—

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