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BlackBerry Limited BB 8.37 -0.39 -4.45%

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 · $8.33
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.9% ±$0.24 $8.09 – $8.57 $8.04 – $8.62 $7.82 – $8.84
2 sessions ±4.0% ±$0.33 $8.00 – $8.66 $7.93 – $8.73 $7.61 – $9.05
3 sessions ±5.0% ±$0.42 $7.91 – $8.75 $7.83 – $8.83 $7.44 – $9.22
1 week ±6.4% ±$0.53 $7.80 – $8.86 $7.68 – $8.98 $7.20 – $9.46
2 weeks ±8.9% ±$0.75 $7.58 – $9.08 $7.41 – $9.25 $6.74 – $9.92
3 weeks ±11.1% ±$0.92 $7.41 – $9.25 $7.18 – $9.48 $6.38 – $10.28
1 month ±13.2% ±$1.10 $7.23 – $9.43 $6.96 – $9.70 $6.00 – $10.66
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BB reports in 30 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
±12.80%
Average actual move
13.73%
Beyond the implied move
2 / 5
Median IV change
-24.36%
Reaction session Implied Actual Used ATM IV before → after
September 24, 2026 ±13.60% +4.18% 0.31× —
June 25, 2026 ±15.37% +19.95% 1.30× —
April 09, 2026 ±9.63% +8.22% 0.85× —
June 25, 2025 ±13.63% +12.47% 0.92× 94.7% → 62.1%
December 20, 2024 ±11.74% +23.83% 2.03× 94.1% → 80.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →