Microsoft Corp MSFT 555.8 34.81 6.68% Regime: Trend Up (95%)
Expected move
November 04, 2026 close · $556.44| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.3% ±$7.18 | $549.26 – $563.62 | $547.82 – $565.06 | $540.97 – $571.91 |
| 2 sessions | ±1.8% ±$10.02 | $546.42 – $566.46 | $544.31 – $568.57 | $534.85 – $578.03 |
| 3 sessions | ±2.2% ±$12.46 | $543.98 – $568.90 | $541.58 – $571.30 | $529.90 – $582.98 |
| 1 week | ±2.7% ±$15.08 | $541.36 – $571.52 | $537.97 – $574.91 | $524.28 – $588.60 |
| 2 weeks | ±3.7% ±$20.64 | $535.80 – $577.08 | $530.90 – $581.98 | $512.43 – $600.45 |
| 3 weeks | ±4.6% ±$25.54 | $530.90 – $581.98 | $524.72 – $588.16 | $502.47 – $610.41 |
| 1 month | ±5.3% ±$29.27 | $527.17 – $585.71 | $519.94 – $592.94 | $494.45 – $618.43 |
Earnings: priced against what happened
Average implied move
±5.15%
Average actual move
6.76%
Beyond the implied move
5 / 7
Median IV change
-22.70%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±4.97% | -0.16% | 0.03× | 38.0% → 26.0% |
| July 30, 2026 | ±6.86% | +15.51% | 2.26× | — |
| April 30, 2026 | ±6.46% | -3.93% | 0.61× | — |
| January 29, 2026 | ±5.11% | -9.99% | 1.96× | — |
| July 31, 2025 | ±3.82% | +3.95% | 1.03× | 27.6% → 21.5% |
| May 01, 2025 | ±4.48% | +7.63% | 1.70× | 36.6% → 31.7% |
| January 30, 2025 | ±4.38% | -6.18% | 1.41× | 32.5% → 25.0% |