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Pfizer Inc PFE 30.79 0.79 2.63%

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 · $30.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.48 $30.21 – $31.17 $30.12 – $31.26 $29.67 – $31.72
2 sessions ±2.2% ±$0.67 $30.02 – $31.36 $29.89 – $31.49 $29.26 – $32.12
3 sessions ±2.5% ±$0.77 $29.92 – $31.46 $29.78 – $31.60 $29.05 – $32.33
1 week ±2.9% ±$0.90 $29.79 – $31.59 $29.59 – $31.79 $28.78 – $32.61
2 weeks ±3.8% ±$1.18 $29.51 – $31.87 $29.24 – $32.14 $28.18 – $33.20
3 weeks ±4.8% ±$1.48 $29.21 – $32.17 $28.85 – $32.53 $27.55 – $33.83
1 month ±5.5% ±$1.70 $28.99 – $32.39 $28.56 – $32.82 $27.08 – $34.30
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
±4.16%
Average actual move
2.32%
Beyond the implied move
1 / 6
Median IV change
-19.04%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±4.65% -2.18% 0.47× —
August 04, 2026 ±3.10% +1.52% 0.49× 28.7% → 24.3%
May 05, 2026 ±4.26% +0.57% 0.13× 33.7% → 26.3%
August 05, 2025 ±4.61% +5.18% 1.12× 35.2% → 28.5%
April 29, 2025 ±4.12% +3.21% 0.78× 41.0% → 34.4%
February 04, 2025 ±4.20% -1.26% 0.30× 34.9% → 24.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →