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State Street Corporation STT 165.56 0.33 0.2%

Previous-day view · Fri Nov 6 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 06, 2026 close · $165.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$2.33 $163.23 – $167.89 $162.76 – $168.36 $160.56 – $170.56
2 sessions ±2.0% ±$3.24 $162.32 – $168.80 $161.64 – $169.48 $158.57 – $172.55
3 sessions ±2.5% ±$4.07 $161.49 – $169.63 $160.69 – $170.43 $156.87 – $174.25
1 week ±3.1% ±$5.18 $160.38 – $170.74 $159.22 – $171.90 $154.52 – $176.60
2 weeks ±4.4% ±$7.27 $158.29 – $172.83 $156.55 – $174.57 $150.03 – $181.09
3 weeks ±5.3% ±$8.82 $156.74 – $174.38 $154.58 – $176.54 $146.92 – $184.20
1 month ±6.3% ±$10.38 $155.18 – $175.94 $152.60 – $178.52 $143.54 – $187.58
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
±4.96%
Average actual move
3.22%
Beyond the implied move
1 / 6
Median IV change
-21.62%
Reaction session Implied Actual Used ATM IV before → after
October 14, 2026 ±4.34% -4.14% 0.95× —
July 16, 2026 ±5.65% -0.50% 0.09× —
April 17, 2026 ±5.36% +2.49% 0.46× —
July 15, 2025 ±4.66% -7.29% 1.56× 27.2% → 21.3%
April 17, 2025 ±5.27% +2.05% 0.39× —
January 17, 2025 ±4.48% -2.85% 0.64× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →