XYZ Moves

Block XYZ 85.48 1.44 1.71%

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Expected move

November 06, 2026 close · $85.36

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$1.77	$83.59 – $87.13	$83.24 – $87.48	$81.58 – $89.14
2 sessions	±2.9% ±$2.45	$82.91 – $87.81	$82.39 – $88.33	$80.08 – $90.64
3 sessions	±3.6% ±$3.09	$82.27 – $88.45	$81.67 – $89.05	$78.79 – $91.93
1 week	±4.6% ±$3.93	$81.43 – $89.29	$80.56 – $90.16	$77.00 – $93.72
2 weeks	±6.3% ±$5.39	$79.97 – $90.75	$78.69 – $92.03	$73.86 – $96.86
3 weeks	±7.6% ±$6.45	$78.91 – $91.81	$77.34 – $93.38	$71.73 – $98.99
1 month	±8.6% ±$7.34	$78.02 – $92.70	$76.19 – $94.53	$69.79 – $100.93

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

±9.56%

Average actual move

11.80%

Beyond the implied move

3 / 6

Median IV change

-35.89%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 04, 2026	±9.05%	+15.30%	1.69×	—
August 06, 2026	±9.95%	-6.15%	0.62×	67.7% → 43.4%
May 08, 2026	±9.48%	+6.72%	0.71×	73.3% → 49.4%
August 08, 2025	±10.15%	-4.50%	0.44×	72.8% → 39.1%
May 02, 2025	±9.31%	-20.43%	2.19×	—
February 21, 2025	±9.42%	-17.69%	1.88×	—

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