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Gates Industrial Corporation Ltd GTES 24.46 -0.11 -0.45%

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 · $24.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.43 $23.91 – $24.77 $23.82 – $24.86 $23.42 – $25.26
2 sessions ±2.5% ±$0.60 $23.74 – $24.94 $23.62 – $25.06 $23.05 – $25.63
3 sessions ±3.1% ±$0.75 $23.59 – $25.09 $23.44 – $25.24 $22.74 – $25.94
1 week ±3.9% ±$0.96 $23.38 – $25.30 $23.17 – $25.51 $22.31 – $26.37
2 weeks ±5.5% ±$1.34 $23.00 – $25.68 $22.68 – $26.00 $21.48 – $27.20
3 weeks ±6.7% ±$1.63 $22.71 – $25.97 $22.31 – $26.37 $20.90 – $27.78
1 month ±7.8% ±$1.90 $22.44 – $26.24 $21.97 – $26.71 $20.31 – $28.37
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
±7.73%
Average actual move
3.85%
Beyond the implied move
0 / 1
Median IV change
-18.25%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±7.73% +3.85% 0.50× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →