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United Parcel Service UPS 114.31 5.14 4.71%

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 · $114.10
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.33 $112.76 – $115.43 $112.50 – $115.69 $111.23 – $116.96
2 sessions ±1.6% ±$1.86 $112.24 – $115.96 $111.85 – $116.34 $110.09 – $118.10
3 sessions ±2.0% ±$2.29 $111.80 – $116.39 $111.37 – $116.82 $109.22 – $118.97
1 week ±2.5% ±$2.85 $111.24 – $116.95 $110.60 – $117.59 $108.00 – $120.19
2 weeks ±3.8% ±$4.38 $109.71 – $118.48 $108.68 – $119.52 $104.75 – $123.44
3 weeks ±4.6% ±$5.27 $108.82 – $119.37 $107.55 – $120.65 $102.96 – $125.23
1 month ±5.3% ±$6.10 $107.99 – $120.20 $106.47 – $121.72 $101.16 – $127.03
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
±6.78%
Average actual move
5.94%
Beyond the implied move
3 / 7
Median IV change
-44.41%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±6.17% +5.75% 0.93× —
July 28, 2026 ±6.51% -6.57% 1.01× —
April 28, 2026 ±6.77% -3.97% 0.59× 55.2% → 34.3%
January 27, 2026 ±7.25% +0.22% 0.03× —
July 29, 2025 ±7.11% -10.57% 1.49× —
April 29, 2025 ±7.60% -0.37% 0.05× 59.7% → 29.2%
January 30, 2025 ±6.09% -14.11% 2.32× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →