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Factset Research Systems FDS 342.19 9.6 2.89%

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 · $342.68
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$7.19 $335.48 – $349.87 $334.04 – $351.31 $327.22 – $358.13
2 sessions ±2.9% ±$10.00 $332.67 – $352.68 $330.55 – $354.81 $321.09 – $364.27
3 sessions ±3.7% ±$12.61 $330.07 – $355.29 $327.63 – $357.72 $315.85 – $369.51
1 week ±4.7% ±$16.00 $326.68 – $358.68 $323.08 – $362.28 $308.55 – $376.81
2 weeks ±6.6% ±$22.48 $320.20 – $365.16 $314.89 – $370.47 $294.70 – $390.65
3 weeks ±8.1% ±$27.82 $314.85 – $370.50 $308.07 – $377.29 $283.84 – $401.52
1 month ±9.7% ±$33.17 $309.51 – $375.85 $301.28 – $384.07 $272.36 – $413.00
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FDS reports in 30 sessions; only the horizons marked Earnings include its jump. 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
±5.65%
Average actual move
5.20%
Beyond the implied move
1 / 3
Median IV change
-11.70%
Reaction session Implied Actual Used ATM IV before → after
September 18, 2025 ±7.87% -10.36% 1.32× —
March 20, 2025 ±4.39% -1.70% 0.39× —
December 19, 2024 ±4.68% +3.53% 0.75× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →