STLA Moves

Stellantis N STLA 4.43 -0.01 -0.23%

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Expected move

November 06, 2026 close · $4.41

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$0.10	$4.30 – $4.51	$4.28 – $4.54	$4.18 – $4.64
2 sessions	±3.4% ±$0.15	$4.26 – $4.56	$4.23 – $4.59	$4.09 – $4.73
3 sessions	±4.3% ±$0.18	$4.22 – $4.59	$4.18 – $4.63	$4.01 – $4.81
1 week	±5.4% ±$0.24	$4.17 – $4.65	$4.12 – $4.70	$3.90 – $4.91
2 weeks	±7.6% ±$0.33	$4.07 – $4.74	$3.99 – $4.82	$3.70 – $5.12
3 weeks	±9.3% ±$0.41	$4.00 – $4.82	$3.90 – $4.92	$3.54 – $5.28
1 month	±11.1% ±$0.49	$3.92 – $4.90	$3.80 – $5.02	$3.37 – $5.44

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

±6.20%

Average actual move

3.65%

Beyond the implied move

1 / 4

Median IV change

-17.04%

Reaction session	Implied	Actual	Used	ATM IV before → after
July 30, 2026	±6.24%	-2.50%	0.40×	—
February 26, 2026	±6.49%	+4.41%	0.68×	—
July 29, 2025	±6.96%	-1.13%	0.16×	61.8% → 50.7%
February 15, 2024	±5.13%	+6.56%	1.28×	34.6% → 29.1%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →