Alphabet Inc GOOG 287.3 9.03 3.25% Regime: Vol Expansion (81%)
Expected move
November 04, 2026 close · $289.07| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.5% ±$4.34 | $284.73 – $293.41 | $283.84 – $294.30 | $279.73 – $298.41 |
| 2 sessions | ±2.1% ±$6.04 | $283.03 – $295.11 | $281.73 – $296.41 | $276.03 – $302.11 |
| 3 sessions | ±2.5% ±$7.31 | $281.76 – $296.38 | $280.34 – $297.80 | $273.52 – $304.62 |
| 1 week | ±3.1% ±$8.96 | $280.11 – $298.03 | $278.11 – $300.03 | $269.99 – $308.15 |
| 2 weeks | ±4.3% ±$12.29 | $276.78 – $301.36 | $273.86 – $304.28 | $262.82 – $315.32 |
| 3 weeks | ±5.2% ±$15.00 | $274.07 – $304.07 | $270.40 – $307.74 | $257.33 – $320.81 |
| 1 month | ±6.2% ±$17.95 | $271.12 – $307.02 | $266.67 – $311.47 | $251.03 – $327.11 |
Earnings: priced against what happened
Average implied move
±5.91%
Average actual move
6.41%
Beyond the implied move
4 / 6
Median IV change
-34.90%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±6.23% | -12.29% | 1.97× | — |
| July 23, 2026 | ±5.75% | -6.89% | 1.20× | — |
| April 30, 2026 | ±5.33% | +9.97% | 1.87× | — |
| July 24, 2025 | ±5.63% | +0.88% | 0.16× | 41.8% → 29.0% |
| April 25, 2025 | ±5.98% | +1.47% | 0.25× | 50.4% → 32.8% |
| February 05, 2025 | ±6.52% | -6.94% | 1.06× | 44.4% → 28.2% |