GE Aerospace GE 329.45 8.78 2.74%
Expected move
November 04, 2026 close · $330.00| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.9% ±$6.34 | $323.66 – $336.34 | $322.41 – $337.59 | $316.44 – $343.56 |
| 2 sessions | ±2.7% ±$8.78 | $321.22 – $338.78 | $319.34 – $340.66 | $311.02 – $348.98 |
| 3 sessions | ±3.2% ±$10.56 | $319.44 – $340.56 | $317.39 – $342.61 | $307.49 – $352.51 |
| 1 week | ±3.9% ±$12.87 | $317.13 – $342.87 | $314.26 – $345.74 | $302.54 – $357.46 |
| 2 weeks | ±5.3% ±$17.36 | $312.64 – $347.36 | $308.52 – $351.48 | $292.94 – $367.06 |
| 3 weeks | ±6.5% ±$21.32 | $308.68 – $351.32 | $303.50 – $356.50 | $284.95 – $375.05 |
| 1 month | ±7.4% ±$24.45 | $305.55 – $354.45 | $299.48 – $360.52 | $278.12 – $381.88 |
Earnings: priced against what happened
Average implied move
±5.78%
Average actual move
4.70%
Beyond the implied move
2 / 6
Median IV change
-28.20%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 20, 2026 | ±5.65% | -3.67% | 0.65× | 48.7% → 36.0% |
| July 16, 2026 | ±5.47% | -4.06% | 0.74× | 45.3% → 31.6% |
| April 21, 2026 | ±5.47% | -5.56% | 1.02× | — |
| July 17, 2025 | ±5.73% | -2.22% | 0.39× | 43.8% → 26.4% |
| April 22, 2025 | ±6.49% | +6.07% | 0.94× | 58.1% → 43.8% |
| January 23, 2025 | ±5.87% | +6.60% | 1.13× | — |