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Infosys Limited American Depositary Shares INFY 12.24 0.31 2.6%

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 · $12.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.23 $12.01 – $12.47 $11.96 – $12.52 $11.74 – $12.74
2 sessions ±2.6% ±$0.32 $11.92 – $12.56 $11.85 – $12.63 $11.54 – $12.94
3 sessions ±3.3% ±$0.41 $11.83 – $12.65 $11.76 – $12.72 $11.38 – $13.10
1 week ±4.2% ±$0.52 $11.72 – $12.76 $11.61 – $12.87 $11.14 – $13.34
2 weeks ±5.9% ±$0.72 $11.52 – $12.96 $11.35 – $13.13 $10.70 – $13.78
3 weeks ±7.3% ±$0.90 $11.34 – $13.14 $11.13 – $13.35 $10.35 – $14.13
1 month ±8.7% ±$1.07 $11.17 – $13.31 $10.91 – $13.57 $9.98 – $14.50
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
±5.34%
Average actual move
4.21%
Beyond the implied move
1 / 2
Median IV change
-20.18%
Reaction session Implied Actual Used ATM IV before → after
April 17, 2025 ±5.43% -2.65% 0.49× 38.2% → 33.3%
January 16, 2025 ±5.24% -5.77% 1.10× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →