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Alcon Inc ALC 76.55 -0.76 -0.98%

Previous-day view · Thu Nov 5 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 05, 2026 close · $76.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.88 $75.58 – $77.33 $75.41 – $77.50 $74.58 – $78.33
2 sessions ±1.6% ±$1.22 $75.24 – $77.67 $74.99 – $77.92 $73.84 – $79.07
3 sessions ±2.0% ±$1.53 $74.93 – $77.98 $74.63 – $78.28 $73.20 – $79.71
1 week Earnings ±7.2% ±$5.48 $70.97 – $81.94 $69.64 – $83.27 $64.92 – $87.99
2 weeks Earnings ±7.7% ±$5.86 $70.59 – $82.32 $69.21 – $83.70 $64.10 – $88.81
3 weeks Earnings ±8.1% ±$6.17 $70.28 – $82.63 $68.80 – $84.11 $63.47 – $89.44
1 month Earnings ±8.6% ±$6.53 $69.92 – $82.99 $68.34 – $84.57 $62.72 – $90.19
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ALC reports in 4 sessions; only the horizons marked Earnings include its jump. 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
±6.77%
Average actual move
6.97%
Beyond the implied move
2 / 3
Median IV change
-28.02%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±8.42% +2.34% 0.28× —
May 06, 2026 ±7.19% -12.14% 1.69× —
May 14, 2025 ±4.69% -6.45% 1.37× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →