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GSK plc American Depositary Shares GSK 50.33 -0.08 -0.16%

Previous-day view · Fri Nov 6 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 06, 2026 close · $50.30
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.63 $49.67 – $50.94 $49.54 – $51.07 $48.93 – $51.68
2 sessions ±1.8% ±$0.90 $49.41 – $51.20 $49.22 – $51.39 $48.38 – $52.23
3 sessions ±2.2% ±$1.13 $49.18 – $51.43 $48.97 – $51.64 $47.92 – $52.69
1 week ±2.8% ±$1.42 $48.88 – $51.73 $48.56 – $52.05 $47.27 – $53.34
2 weeks ±4.0% ±$2.01 $48.30 – $52.31 $47.83 – $52.78 $46.03 – $54.58
3 weeks ±4.8% ±$2.41 $47.90 – $52.71 $47.32 – $53.29 $45.22 – $55.39
1 month ±5.6% ±$2.81 $47.49 – $53.12 $46.79 – $53.82 $44.34 – $56.27
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
±4.49%
Average actual move
4.81%
Beyond the implied move
2 / 6
Median IV change
-13.13%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±4.42% -4.32% 0.98× —
July 28, 2026 ±5.15% +3.33% 0.65× 43.2% → 32.7%
February 04, 2026 ±4.87% +7.29% 1.50× —
July 30, 2025 ±4.38% +3.45% 0.79× 34.1% → 30.7%
April 30, 2025 ±3.66% +2.26% 0.62× 33.9% → 29.4%
February 05, 2025 ±4.45% +8.21% 1.85× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →