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Unilever plc UL 66.0 -1.71 -2.53%

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 · $66.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.74 $65.26 – $66.74 $65.11 – $66.89 $64.41 – $67.59
2 sessions ±1.6% ±$1.03 $64.97 – $67.03 $64.75 – $67.25 $63.78 – $68.22
3 sessions ±2.0% ±$1.30 $64.70 – $67.30 $64.45 – $67.55 $63.23 – $68.77
1 week ±2.5% ±$1.65 $64.35 – $67.65 $63.98 – $68.02 $62.49 – $69.51
2 weeks ±3.5% ±$2.32 $63.68 – $68.32 $63.14 – $68.86 $61.06 – $70.94
3 weeks ±4.1% ±$2.68 $63.32 – $68.68 $62.67 – $69.33 $60.33 – $71.67
1 month ±4.6% ±$3.06 $62.94 – $69.06 $62.18 – $69.82 $59.51 – $72.49
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
±3.48%
Average actual move
3.64%
Beyond the implied move
1 / 1
Median IV change
-30.35%
Reaction session Implied Actual Used ATM IV before → after
February 08, 2024 ±3.48% +3.64% 1.05× 23.8% → 15.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →