BAM Moves

Brookfield Asset Management Ltd BAM 52.46 -1.65 -3.05%

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Expected move

November 05, 2026 close · $52.45

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±4.2% ±$2.21	$50.24 – $54.66	$49.68 – $55.22	$47.62 – $57.28
2 sessions Earnings	±4.7% ±$2.44	$50.01 – $54.89	$49.42 – $55.48	$47.17 – $57.73
3 sessions Earnings	±5.0% ±$2.64	$49.81 – $55.09	$49.19 – $55.71	$46.77 – $58.12
1 week Earnings	±5.5% ±$2.90	$49.55 – $55.35	$48.86 – $56.04	$46.37 – $58.53
2 weeks Earnings	±6.4% ±$3.37	$49.08 – $55.82	$48.28 – $56.62	$45.33 – $59.57
3 weeks Earnings	±7.2% ±$3.78	$48.67 – $56.23	$47.78 – $57.12	$44.52 – $60.38
1 month Earnings	±8.0% ±$4.19	$48.26 – $56.64	$47.25 – $57.65	$43.64 – $61.26

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BAM reports in 1 session; 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

±5.26%

Average actual move

2.04%

Beyond the implied move

0 / 4

Median IV change

-17.00%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±5.33%	+1.99%	0.37×	39.6% → 32.8%
August 06, 2025	±5.20%	+2.26%	0.43×	38.0% → 29.2%
February 12, 2025	±5.26%	-0.95%	0.18×	38.8% → 28.2%
November 04, 2024	±5.26%	+2.97%	0.56×	32.8% → 41.0%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →