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Barclays PLC BCS 22.82 -0.88 -3.71%

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 · $22.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.35 $22.47 – $23.17 $22.40 – $23.24 $22.06 – $23.58
2 sessions ±2.1% ±$0.49 $22.33 – $23.31 $22.22 – $23.42 $21.76 – $23.88
3 sessions ±2.7% ±$0.62 $22.20 – $23.44 $22.08 – $23.56 $21.50 – $24.14
1 week ±3.5% ±$0.79 $22.03 – $23.61 $21.86 – $23.78 $21.15 – $24.49
2 weeks ±4.8% ±$1.10 $21.72 – $23.92 $21.46 – $24.18 $20.47 – $25.17
3 weeks ±5.9% ±$1.35 $21.47 – $24.17 $21.15 – $24.49 $19.97 – $25.67
1 month ±7.0% ±$1.59 $21.23 – $24.41 $20.84 – $24.80 $19.46 – $26.18
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
±7.10%
Average actual move
3.79%
Beyond the implied move
0 / 2
Median IV change
-15.21%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±7.21% -2.06% 0.29× —
February 13, 2025 ±6.99% -5.52% 0.79× 54.1% → 33.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →