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Automatic Data Processing ADP 303.54 7.53 2.54%

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 · $304.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$3.86 $300.30 – $308.02 $299.54 – $308.78 $295.89 – $312.43
2 sessions ±1.8% ±$5.35 $298.81 – $309.51 $297.65 – $310.67 $292.60 – $315.72
3 sessions ±2.2% ±$6.63 $297.53 – $310.79 $296.25 – $312.07 $290.02 – $318.30
1 week ±2.7% ±$8.30 $295.86 – $312.46 $294.00 – $314.32 $286.46 – $321.86
2 weeks ±3.8% ±$11.47 $292.69 – $315.63 $289.99 – $318.33 $279.71 – $328.61
3 weeks ±4.6% ±$14.08 $290.08 – $318.24 $286.64 – $321.68 $274.38 – $333.94
1 month ±5.5% ±$16.76 $287.40 – $320.92 $283.23 – $325.09 $268.63 – $339.69
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
±4.25%
Average actual move
2.68%
Beyond the implied move
1 / 7
Median IV change
-27.36%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±4.54% -2.64% 0.58× —
July 29, 2026 ±4.83% +3.48% 0.72× —
April 29, 2026 ±4.52% +7.98% 1.77× —
January 28, 2026 ±4.23% -1.50% 0.35× —
July 30, 2025 ±3.65% +0.75% 0.20× 25.7% → 18.7%
April 30, 2025 ±4.01% +1.63% 0.41× 30.6% → 23.2%
January 29, 2025 ±4.01% +0.76% 0.19× 27.4% → 17.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →