Dell Technologies Inc DELL 372.36 -36.04 -8.82% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $373.00| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.9% ±$10.82 | $362.18 – $383.82 | $359.98 – $386.02 | $349.76 – $396.24 |
| 2 sessions | ±4.0% ±$15.07 | $357.93 – $388.07 | $354.76 – $391.24 | $340.51 – $405.49 |
| 3 sessions | ±5.1% ±$18.95 | $354.05 – $391.95 | $350.36 – $395.64 | $332.60 – $413.40 |
| 1 week | ±6.5% ±$24.10 | $348.90 – $397.10 | $343.53 – $402.47 | $321.64 – $424.36 |
| 2 weeks | ±9.1% ±$33.83 | $339.17 – $406.83 | $331.15 – $414.85 | $300.82 – $445.18 |
| 3 weeks Earnings | ±17.1% ±$63.67 | $309.33 – $436.67 | $294.19 – $451.81 | $239.20 – $506.80 |
| 1 month Earnings | ±18.5% ±$69.08 | $303.92 – $442.08 | $287.25 – $458.75 | $227.72 – $518.28 |
Earnings: priced against what happened
Average implied move
±9.25%
Average actual move
14.06%
Beyond the implied move
5 / 7
Median IV change
-32.28%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| September 02, 2026 | ±11.05% | +15.81% | 1.43× | 85.1% → 62.8% |
| May 29, 2026 | ±10.21% | +32.76% | 3.21× | — |
| February 27, 2026 | ±9.84% | +21.93% | 2.23× | — |
| August 29, 2025 | ±7.83% | -8.88% | 1.13× | 60.3% → 36.2% |
| May 30, 2025 | ±7.66% | -2.08% | 0.27× | 62.3% → 42.2% |
| February 28, 2025 | ±9.02% | -4.70% | 0.52× | 72.0% → 49.3% |
| November 27, 2024 | ±9.12% | -12.25% | 1.34× | 64.9% → 42.7% |