Jackson Financial Inc JXN 132.73 -4.62 -3.36%
Expected move
November 05, 2026 close · $132.68| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.9% ±$2.56 | $130.12 – $135.24 | $129.60 – $135.76 | $127.17 – $138.19 |
| 2 sessions | ±2.7% ±$3.57 | $129.11 – $136.25 | $128.35 – $137.01 | $124.98 – $140.38 |
| 3 sessions | ±3.4% ±$4.50 | $128.18 – $137.18 | $127.32 – $138.04 | $123.10 – $142.26 |
| 1 week | ±4.3% ±$5.72 | $126.96 – $138.40 | $125.69 – $139.67 | $120.50 – $144.86 |
| 2 weeks | ±6.0% ±$8.01 | $124.67 – $140.69 | $122.76 – $142.60 | $115.56 – $149.80 |
| 3 weeks | ±7.1% ±$9.47 | $123.21 – $142.15 | $120.90 – $144.46 | $112.65 – $152.71 |
| 1 month | ±8.2% ±$10.84 | $121.84 – $143.52 | $119.15 – $146.21 | $109.69 – $155.67 |
Earnings: priced against what happened
Average implied move
±9.03%
Average actual move
5.35%
Beyond the implied move
0 / 5
Median IV change
-25.51%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| May 06, 2026 | ±8.62% | +5.93% | 0.69× | — |
| February 19, 2026 | ±8.47% | -2.73% | 0.32× | — |
| August 06, 2025 | ±9.37% | +7.22% | 0.77× | 70.8% → 58.1% |
| May 08, 2025 | ±8.85% | +2.13% | 0.24× | — |
| February 20, 2025 | ±9.83% | -8.75% | 0.89× | 53.2% → 35.6% |