Boeing Company BA 177.0 3.69 2.13% Regime: Vol Expansion (61%)
Expected move
November 04, 2026 close · $177.08| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.4% ±$2.53 | $174.55 – $179.61 | $174.05 – $180.11 | $171.66 – $182.50 |
| 2 sessions | ±2.0% ±$3.51 | $173.58 – $180.59 | $172.83 – $181.33 | $169.50 – $184.66 |
| 3 sessions | ±2.5% ±$4.39 | $172.69 – $181.47 | $171.86 – $182.31 | $167.75 – $186.41 |
| 1 week | ±3.1% ±$5.53 | $171.56 – $182.61 | $170.32 – $183.85 | $165.29 – $188.88 |
| 2 weeks | ±4.4% ±$7.78 | $169.31 – $184.86 | $167.45 – $186.72 | $160.47 – $193.69 |
| 3 weeks | ±5.4% ±$9.56 | $167.52 – $186.64 | $165.18 – $188.98 | $156.86 – $197.30 |
| 1 month | ±6.3% ±$11.19 | $165.89 – $188.27 | $163.11 – $191.05 | $153.35 – $200.81 |
Earnings: priced against what happened
Average implied move
±5.16%
Average actual move
4.82%
Beyond the implied move
2 / 6
Median IV change
-17.97%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 27, 2026 | ±5.14% | -10.69% | 2.08× | — |
| July 28, 2026 | ±5.43% | +4.76% | 0.88× | — |
| January 27, 2026 | ±5.22% | -1.56% | 0.30× | — |
| July 29, 2025 | ±4.71% | -4.37% | 0.93× | 38.3% → 30.0% |
| April 23, 2025 | ±5.78% | +6.06% | 1.05× | 51.6% → 44.3% |
| January 28, 2025 | ±4.67% | +1.50% | 0.32× | 42.4% → 34.8% |