BP Moves

BP p BP 44.53 -0.17 -0.38%

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Expected move

November 06, 2026 close · $44.53

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$0.76	$43.77 – $45.29	$43.62 – $45.44	$42.90 – $46.16
2 sessions	±2.4% ±$1.06	$43.47 – $45.59	$43.25 – $45.81	$42.25 – $46.81
3 sessions	±3.0% ±$1.33	$43.20 – $45.86	$42.94 – $46.12	$41.70 – $47.36
1 week	±3.8% ±$1.69	$42.84 – $46.22	$42.46 – $46.60	$40.93 – $48.13
2 weeks	±5.0% ±$2.22	$42.31 – $46.75	$41.78 – $47.28	$39.79 – $49.27
3 weeks	±5.9% ±$2.62	$41.91 – $47.15	$41.27 – $47.79	$39.00 – $50.06
1 month	±7.0% ±$3.13	$41.40 – $47.66	$40.62 – $48.44	$37.90 – $51.16

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

±4.06%

Average actual move

2.60%

Beyond the implied move

1 / 7

Median IV change

-19.70%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 30, 2026	±2.93%	+0.08%	0.03×	—
August 04, 2026	±4.23%	-4.11%	0.97×	—
April 28, 2026	±3.93%	+0.83%	0.21×	39.0% → 34.3%
February 10, 2026	±4.41%	-5.74%	1.30×	—
August 05, 2025	±3.82%	+3.42%	0.90×	38.7% → 31.7%
April 29, 2025	±4.53%	-3.64%	0.80×	42.2% → 33.2%
February 11, 2025	±4.55%	+0.38%	0.08×	40.2% → 28.2%

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