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KeyCorp KEY 21.55 0.32 1.51%

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 · $21.55
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.25 $21.30 – $21.80 $21.25 – $21.85 $21.01 – $22.09
2 sessions ±1.6% ±$0.35 $21.20 – $21.90 $21.12 – $21.98 $20.79 – $22.31
3 sessions ±2.1% ±$0.44 $21.11 – $21.99 $21.02 – $22.08 $20.60 – $22.50
1 week ±2.6% ±$0.56 $20.99 – $22.11 $20.86 – $22.24 $20.35 – $22.75
2 weeks ±3.7% ±$0.79 $20.76 – $22.34 $20.57 – $22.53 $19.86 – $23.24
3 weeks ±4.5% ±$0.98 $20.57 – $22.53 $20.33 – $22.77 $19.48 – $23.62
1 month ±5.4% ±$1.16 $20.39 – $22.71 $20.10 – $23.00 $19.09 – $24.01
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
±4.21%
Average actual move
1.96%
Beyond the implied move
0 / 4
Median IV change
-15.01%
Reaction session Implied Actual Used ATM IV before → after
April 16, 2026 ±3.71% +0.46% 0.13× —
July 22, 2025 ±4.08% +2.35% 0.58× 35.2% → 33.5%
April 17, 2025 ±4.37% +1.42% 0.33× 48.7% → 41.4%
January 21, 2025 ±4.70% -3.61% 0.77× 33.4% → 27.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →