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Ally Financial Inc ALLY 38.83 -0.53 -1.35%

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 · $38.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.63 $38.25 – $39.51 $38.13 – $39.63 $37.54 – $40.22
2 sessions ±2.2% ±$0.87 $38.01 – $39.75 $37.83 – $39.93 $37.01 – $40.75
3 sessions ±2.8% ±$1.09 $37.79 – $39.97 $37.57 – $40.19 $36.55 – $41.21
1 week ±3.6% ±$1.39 $37.49 – $40.27 $37.18 – $40.58 $35.92 – $41.84
2 weeks ±5.0% ±$1.95 $36.93 – $40.83 $36.47 – $41.29 $34.72 – $43.04
3 weeks ±6.0% ±$2.31 $36.57 – $41.19 $36.00 – $41.76 $33.99 – $43.77
1 month ±6.8% ±$2.66 $36.22 – $41.54 $35.56 – $42.20 $33.25 – $44.51
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
±6.05%
Average actual move
3.64%
Beyond the implied move
1 / 4
Median IV change
-27.13%
Reaction session Implied Actual Used ATM IV before → after
April 17, 2026 ±5.90% +8.10% 1.37× —
July 18, 2025 ±4.85% -0.89% 0.18× 42.5% → 26.2%
April 17, 2025 ±6.53% -1.71% 0.26× 62.1% → 45.2%
January 22, 2025 ±6.94% +3.85% 0.55× 47.9% → 31.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →