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Allegion Public Limited Company ALLE 187.14 -5.55 -2.88%

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 · $187.14
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$2.38 $184.76 – $189.52 $184.28 – $190.00 $182.03 – $192.25
2 sessions ±1.8% ±$3.31 $183.83 – $190.45 $183.14 – $191.14 $180.01 – $194.27
3 sessions ±2.2% ±$4.15 $182.99 – $191.29 $182.18 – $192.10 $178.27 – $196.01
1 week ±2.8% ±$5.30 $181.84 – $192.44 $180.66 – $193.62 $175.87 – $198.41
2 weeks ±4.0% ±$7.43 $179.71 – $194.57 $177.95 – $196.33 $171.29 – $202.99
3 weeks ±4.9% ±$9.19 $177.95 – $196.33 $175.71 – $198.57 $167.71 – $206.57
1 month ±5.8% ±$10.95 $176.19 – $198.09 $173.46 – $200.82 $163.92 – $210.36
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
±5.52%
Average actual move
9.38%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 17, 2026 ±5.52% -9.38% 1.70× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →