BHP Moves

BHP Group Limited American Depositary BHP 78.58 -1.56 -1.95%

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Expected move

November 05, 2026 close · $78.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$1.40	$77.51 – $80.32	$77.23 – $80.60	$75.90 – $81.93
2 sessions	±2.5% ±$1.95	$76.96 – $80.87	$76.55 – $81.28	$74.70 – $83.13
3 sessions	±3.1% ±$2.46	$76.45 – $81.38	$75.98 – $81.85	$73.68 – $84.15
1 week	±4.0% ±$3.13	$75.78 – $82.05	$75.09 – $82.74	$72.25 – $85.58
2 weeks	±5.6% ±$4.38	$74.53 – $83.30	$73.49 – $84.34	$69.55 – $88.28
3 weeks	±6.7% ±$5.27	$73.64 – $84.19	$72.35 – $85.48	$67.75 – $90.08
1 month	±7.8% ±$6.13	$72.78 – $85.05	$71.24 – $86.59	$65.89 – $91.94

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

±3.85%

Average actual move

0.81%

Beyond the implied move

0 / 1

Median IV change

-4.83%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 18, 2026	±3.85%	+0.81%	0.21×	35.7% → 35.3%

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