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Bausch Health Companies Inc BHC 8.18 0.22 2.76%

Previous-day view · Fri Nov 6 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 06, 2026 close · $8.18
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.19 $7.99 – $8.37 $7.95 – $8.41 $7.77 – $8.59
2 sessions ±3.3% ±$0.27 $7.91 – $8.45 $7.86 – $8.50 $7.60 – $8.76
3 sessions ±4.1% ±$0.34 $7.84 – $8.52 $7.78 – $8.58 $7.46 – $8.90
1 week ±5.2% ±$0.43 $7.75 – $8.61 $7.66 – $8.70 $7.27 – $9.09
2 weeks ±7.3% ±$0.60 $7.58 – $8.78 $7.44 – $8.92 $6.90 – $9.46
3 weeks ±9.1% ±$0.74 $7.44 – $8.92 $7.25 – $9.11 $6.61 – $9.75
1 month ±10.8% ±$0.89 $7.29 – $9.07 $7.07 – $9.29 $6.30 – $10.06
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
±9.82%
Average actual move
6.04%
Beyond the implied move
1 / 3
Median IV change
-21.39%
Reaction session Implied Actual Used ATM IV before → after
July 31, 2025 ±9.78% -7.82% 0.80× 81.0% → 70.3%
May 01, 2025 ±11.32% 0.00% 0.00× 92.2% → 72.5%
February 20, 2025 ±8.37% +10.29% 1.23× 72.4% → 55.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →