Closed
⌘K
Sign in Sign up

International Flavors & Fragrances Inc IFF 82.62 -3.74 -4.33%

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 · $83.41
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.19 $82.22 – $84.59 $81.99 – $84.82 $80.87 – $85.94
2 sessions ±2.0% ±$1.64 $81.76 – $85.05 $81.41 – $85.40 $79.86 – $86.95
3 sessions ±2.5% ±$2.06 $81.34 – $85.47 $80.94 – $85.87 $78.99 – $87.82
1 week ±3.2% ±$2.64 $80.77 – $86.04 $80.19 – $86.62 $77.80 – $89.01
2 weeks ±4.4% ±$3.69 $79.71 – $87.10 $78.83 – $87.98 $75.52 – $91.29
3 weeks ±5.2% ±$4.36 $79.04 – $87.77 $77.98 – $88.83 $74.19 – $92.62
1 month ±6.0% ±$5.03 $78.37 – $88.44 $77.11 – $89.70 $72.71 – $94.10
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
±7.40%
Average actual move
8.33%
Beyond the implied move
2 / 5
Median IV change
-38.04%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±7.56% +17.18% 2.27× —
February 12, 2026 ±7.60% +5.89% 0.77× —
August 06, 2025 ±7.86% -6.32% 0.80× —
May 07, 2025 ±6.88% -7.08% 1.03× —
February 19, 2025 ±7.09% -5.16% 0.73× 36.2% → 22.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →