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Colgate-Palmolive Company CL 98.76 3.14 3.28%

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 · $98.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$1.11 $97.34 – $99.56 $97.11 – $99.79 $96.06 – $100.84
2 sessions ±1.6% ±$1.55 $96.90 – $100.00 $96.57 – $100.33 $95.10 – $101.80
3 sessions ±1.9% ±$1.91 $96.54 – $100.36 $96.17 – $100.73 $94.38 – $102.52
1 week ±2.4% ±$2.38 $96.07 – $100.83 $95.54 – $101.36 $93.37 – $103.53
2 weeks ±3.4% ±$3.30 $95.15 – $101.75 $94.37 – $102.53 $91.41 – $105.49
3 weeks ±3.7% ±$3.66 $94.79 – $102.11 $93.90 – $103.00 $90.71 – $106.19
1 month ±4.6% ±$4.49 $93.96 – $102.94 $92.85 – $104.05 $88.93 – $107.97
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
3.06%
Beyond the implied move
2 / 4
Median IV change
-23.82%
Reaction session Implied Actual Used ATM IV before → after
January 30, 2026 ±3.14% +5.92% 1.89× —
August 01, 2025 ±3.01% -0.41% 0.13× 27.8% → 21.2%
April 25, 2025 ±3.43% +1.31% 0.38× 30.2% → 21.6%
January 31, 2025 ±3.49% -4.61% 1.32× 25.9% → 27.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →