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Cboe Global Markets CBOE 345.21 0.93 0.27%

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 · $345.21
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$5.77 $339.44 – $350.98 $338.31 – $352.11 $332.85 – $357.57
2 sessions ±2.3% ±$8.01 $337.20 – $353.22 $335.51 – $354.91 $327.95 – $362.47
3 sessions ±2.9% ±$10.08 $335.13 – $355.29 $333.20 – $357.22 $323.74 – $366.68
1 week ±3.7% ±$12.81 $332.40 – $358.02 $329.54 – $360.88 $317.90 – $372.52
2 weeks ±5.3% ±$18.12 $327.09 – $363.33 $322.77 – $367.65 $306.51 – $383.91
3 weeks ±6.5% ±$22.40 $322.81 – $367.61 $317.39 – $373.03 $297.88 – $392.54
1 month ±7.6% ±$26.31 $318.90 – $371.52 $312.35 – $378.07 $289.39 – $401.03
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
±3.27%
Average actual move
4.03%
Beyond the implied move
4 / 7
Median IV change
-15.37%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±4.22% +6.77% 1.61× —
July 31, 2026 ±4.45% +4.62% 1.04× —
May 01, 2026 ±2.59% +8.95% 3.46× —
February 06, 2026 ±3.21% -0.70% 0.22× —
August 01, 2025 ±2.75% +2.80% 1.02× 26.5% → 22.4%
May 02, 2025 ±2.83% +2.34% 0.83× 28.6% → 24.7%
February 07, 2025 ±2.87% +2.01% 0.70× 24.8% → 20.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →