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BCE BCE 21.49 -0.13 -0.6%

Previous-day view · Mon Nov 9 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 09, 2026 close · $21.48
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.25 $21.24 – $21.73 $21.19 – $21.78 $20.97 – $22.00
2 sessions ±1.6% ±$0.34 $21.15 – $21.82 $21.08 – $21.89 $20.76 – $22.21
3 sessions ±2.0% ±$0.43 $21.06 – $21.91 $20.98 – $21.99 $20.58 – $22.39
1 week ±2.5% ±$0.54 $20.95 – $22.02 $20.83 – $22.14 $20.33 – $22.64
2 weeks ±3.5% ±$0.75 $20.73 – $22.24 $20.55 – $22.42 $19.87 – $23.10
3 weeks ±4.4% ±$0.94 $20.55 – $22.42 $20.32 – $22.65 $19.50 – $23.47
1 month ±5.2% ±$1.12 $20.37 – $22.60 $20.09 – $22.88 $19.12 – $23.85
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
±6.60%
Average actual move
3.45%
Beyond the implied move
0 / 2
Median IV change
-28.94%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±4.84% +2.28% 0.47× 38.4% → 27.3%
May 08, 2025 ±8.35% +4.61% 0.55× 67.0% → 47.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →