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Western Alliance Bancorporation WAL 75.64 -0.66 -0.87%

Previous-day view · Wed Nov 11 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 11, 2026 close · $75.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.21 $74.42 – $76.83 $74.18 – $77.07 $73.04 – $78.20
2 sessions ±2.2% ±$1.67 $73.95 – $77.29 $73.60 – $77.65 $72.02 – $79.22
3 sessions ±2.8% ±$2.11 $73.52 – $77.73 $73.11 – $78.13 $71.15 – $80.10
1 week ±3.5% ±$2.67 $72.95 – $78.29 $72.36 – $78.89 $69.93 – $81.32
2 weeks ±5.0% ±$3.75 $71.88 – $79.37 $70.99 – $80.26 $67.63 – $83.62
3 weeks ±6.1% ±$4.64 $70.99 – $80.26 $69.86 – $81.39 $65.83 – $85.42
1 month ±7.3% ±$5.52 $70.10 – $81.14 $68.73 – $82.51 $63.92 – $87.32
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
±5.53%
Average actual move
3.98%
Beyond the implied move
0 / 1
Median IV change
-18.94%
Reaction session Implied Actual Used ATM IV before → after
July 18, 2025 ±5.53% -3.98% 0.72× 40.9% → 33.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →