UBS Moves

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UBS Group AG UBS 48.31 -0.13 -0.27%

Previous-day view · Fri Nov 13 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 13, 2026 close · $48.26

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$0.61	$47.64 – $48.87	$47.52 – $48.99	$46.94 – $49.57
2 sessions	±1.8% ±$0.85	$47.40 – $49.11	$47.22 – $49.29	$46.41 – $50.10
3 sessions	±2.2% ±$1.07	$47.18 – $49.33	$46.97 – $49.54	$45.96 – $50.55
1 week	±2.8% ±$1.36	$46.89 – $49.62	$46.58 – $49.93	$45.34 – $51.17
2 weeks	±4.0% ±$1.91	$46.34 – $50.17	$45.89 – $50.62	$44.17 – $52.34
3 weeks	±4.9% ±$2.36	$45.89 – $50.62	$45.31 – $51.20	$43.25 – $53.26
1 month	±5.8% ±$2.81	$45.44 – $51.07	$44.74 – $51.77	$42.28 – $54.23

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

±4.58%

Average actual move

4.08%

Beyond the implied move

1 / 2

Median IV change

-13.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
April 30, 2025	±4.67%	-0.92%	0.20×	38.5% → 31.5%
February 04, 2025	±4.49%	-7.24%	1.61×	—

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