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Morgan Stanley MS 193.97 7.88 4.23%

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 · $195.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$2.91 $192.09 – $197.91 $191.51 – $198.49 $188.76 – $201.24
2 sessions ±2.1% ±$4.04 $190.96 – $199.04 $190.11 – $199.89 $186.28 – $203.72
3 sessions ±2.5% ±$4.89 $190.11 – $199.89 $189.17 – $200.83 $184.59 – $205.41
1 week ±3.1% ±$5.99 $189.01 – $200.99 $187.67 – $202.33 $182.23 – $207.77
2 weeks ±4.3% ±$8.29 $186.71 – $203.29 $184.74 – $205.26 $177.29 – $212.71
3 weeks ±5.2% ±$10.18 $184.82 – $205.18 $182.34 – $207.66 $173.49 – $216.51
1 month ±6.1% ±$11.88 $183.12 – $206.88 $180.18 – $209.82 $169.83 – $220.17
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
±4.37%
Average actual move
2.73%
Beyond the implied move
3 / 7
Median IV change
-20.24%
Reaction session Implied Actual Used ATM IV before → after
October 14, 2026 ±3.98% -2.75% 0.69× 35.0% → 30.0%
July 15, 2026 ±4.45% +0.39% 0.09× 40.2% → 33.2%
April 15, 2026 ±4.19% +4.52% 1.08× —
October 15, 2025 ±4.26% +4.71% 1.10× —
July 16, 2025 ±3.65% -1.27% 0.35× 30.9% → 24.6%
April 11, 2025 ±6.30% +1.44% 0.23× 72.7% → 56.4%
January 16, 2025 ±3.72% +4.03% 1.08× 31.7% → 24.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →