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Blackstone Mortgage Trust BXMT 11.01 -0.09 -0.81%

Previous-day view · Wed Nov 11 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 11, 2026 close · $11.01
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.19 $10.82 – $11.20 $10.78 – $11.24 $10.59 – $11.43
2 sessions ±2.5% ±$0.27 $10.74 – $11.28 $10.68 – $11.34 $10.43 – $11.59
3 sessions ±3.1% ±$0.34 $10.67 – $11.35 $10.60 – $11.42 $10.29 – $11.73
1 week ±3.9% ±$0.43 $10.58 – $11.44 $10.48 – $11.54 $10.09 – $11.93
2 weeks ±5.5% ±$0.61 $10.40 – $11.62 $10.26 – $11.76 $9.71 – $12.31
3 weeks ±6.8% ±$0.75 $10.26 – $11.76 $10.08 – $11.94 $9.42 – $12.60
1 month ±8.1% ±$0.90 $10.11 – $11.91 $9.89 – $12.13 $9.11 – $12.91
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
±4.23%
Average actual move
1.58%
Beyond the implied move
0 / 1
Median IV change
-25.46%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±4.23% +1.58% 0.37× 31.8% → 23.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →