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Bank of New York Mellon BK 137.16 0.84 0.62%

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

No chain in the last ten days can size a move for BK.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.23%
Average actual move
2.89%
Beyond the implied move
2 / 6
Median IV change
-38.28%
Reaction session Implied Actual Used ATM IV before → after
April 16, 2026 ±3.24% +2.18% 0.67× —
July 15, 2025 ±4.09% -0.09% 0.02× 33.6% → 20.1%
April 11, 2025 ±5.74% +1.38% 0.24× 59.8% → 44.2%
January 15, 2025 ±4.02% +8.03% 2.00× —
October 11, 2024 ±4.20% -0.40% 0.10× 34.5% → 20.6%
July 12, 2024 ±4.11% +5.24% 1.28× 32.3% → 20.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →