Alphabet Inc GOOGL 288.93 8.9 3.18% Regime: Vol Expansion (83%)
Expected move
November 04, 2026 close · $290.84| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.5% ±$4.36 | $286.48 – $295.20 | $285.60 – $296.08 | $281.50 – $300.18 |
| 2 sessions | ±2.1% ±$6.05 | $284.79 – $296.89 | $283.48 – $298.20 | $277.78 – $303.90 |
| 3 sessions | ±2.6% ±$7.56 | $283.28 – $298.40 | $281.82 – $299.86 | $274.73 – $306.95 |
| 1 week | ±3.1% ±$9.13 | $281.71 – $299.97 | $279.67 – $302.01 | $271.38 – $310.30 |
| 2 weeks | ±4.3% ±$12.65 | $278.19 – $303.49 | $275.19 – $306.49 | $263.88 – $317.80 |
| 3 weeks | ±5.3% ±$15.33 | $275.51 – $306.17 | $271.79 – $309.89 | $258.44 – $323.24 |
| 1 month | ±6.3% ±$18.18 | $272.66 – $309.02 | $268.15 – $313.53 | $252.33 – $329.35 |
Earnings: priced against what happened
Average implied move
±5.95%
Average actual move
6.62%
Beyond the implied move
4 / 6
Median IV change
-32.56%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±6.27% | -12.64% | 2.02× | — |
| July 23, 2026 | ±5.80% | -7.13% | 1.23× | — |
| April 30, 2026 | ±5.46% | +9.96% | 1.83× | — |
| July 24, 2025 | ±5.68% | +1.02% | 0.18× | 42.3% → 29.3% |
| April 25, 2025 | ±5.96% | +1.68% | 0.28× | 50.2% → 33.3% |
| February 05, 2025 | ±6.55% | -7.29% | 1.11× | 44.6% → 30.1% |