Open
⌘K
Sign in Sign up

Dow Inc DOW 32.7 -1.09 -3.23%

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 · $32.73
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.63 $32.09 – $33.36 $31.97 – $33.48 $31.37 – $34.08
2 sessions ±2.7% ±$0.88 $31.85 – $33.60 $31.66 – $33.79 $30.83 – $34.62
3 sessions ±3.2% ±$1.05 $31.67 – $33.78 $31.47 – $33.98 $30.47 – $34.98
1 week ±4.0% ±$1.30 $31.43 – $34.02 $31.14 – $34.31 $29.97 – $35.48
2 weeks ±5.4% ±$1.77 $30.95 – $34.50 $30.53 – $34.92 $28.95 – $36.50
3 weeks ±6.7% ±$2.18 $30.54 – $34.91 $30.01 – $35.44 $28.10 – $37.35
1 month ±8.2% ±$2.67 $30.05 – $35.40 $29.38 – $36.07 $27.05 – $38.40
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
±5.71%
Average actual move
5.70%
Beyond the implied move
2 / 6
Median IV change
-15.63%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±5.58% +4.71% 0.84× —
July 23, 2026 ±4.96% -1.12% 0.23× 55.4% → 48.1%
January 29, 2026 ±7.40% -2.23% 0.30× —
July 24, 2025 ±6.91% -17.45% 2.52× —
April 24, 2025 ±5.90% +2.62% 0.44× 54.6% → 44.7%
January 30, 2025 ±3.53% -6.09% 1.72× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →