BSY Moves

Bentley Systems BSY 44.94 1.3 2.98%

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Expected move

November 05, 2026 close · $44.94

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$0.79	$44.15 – $45.73	$44.00 – $45.88	$43.25 – $46.63
2 sessions	±2.4% ±$1.09	$43.85 – $46.03	$43.61 – $46.27	$42.58 – $47.30
3 sessions	±3.1% ±$1.38	$43.56 – $46.32	$43.30 – $46.58	$42.01 – $47.87
1 week	±3.9% ±$1.75	$43.19 – $46.69	$42.80 – $47.08	$41.21 – $48.67
2 weeks	±5.5% ±$2.46	$42.48 – $47.40	$41.90 – $47.98	$39.70 – $50.18
3 weeks	±6.8% ±$3.04	$41.90 – $47.98	$41.16 – $48.72	$38.51 – $51.37
1 month	±8.1% ±$3.63	$41.31 – $48.57	$40.41 – $49.47	$37.25 – $52.63

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

±6.77%

Average actual move

4.43%

Beyond the implied move

0 / 2

Median IV change

-33.72%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±6.92%	-3.21%	0.46×	48.7% → 26.1%
May 07, 2025	±6.63%	+5.64%	0.85×	—

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