BKKT Moves

Bakkt BKKT 4.17 -0.6 -12.58%

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Expected move

November 05, 2026 close · $4.16

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.2% ±$0.18	$3.99 – $4.34	$3.95 – $4.37	$3.79 – $4.54
2 sessions	±5.8% ±$0.25	$3.92 – $4.41	$3.87 – $4.46	$3.64 – $4.69
3 sessions Earnings	±17.2% ±$0.72	$3.45 – $4.88	$3.28 – $5.05	$2.63 – $5.70
1 week Earnings	±18.5% ±$0.78	$3.39 – $4.94	$3.21 – $5.12	$2.54 – $5.79
2 weeks Earnings	±21.1% ±$0.88	$3.29 – $5.04	$3.08 – $5.25	$2.32 – $6.01
3 weeks Earnings	±23.2% ±$0.97	$3.20 – $5.13	$2.97 – $5.36	$2.14 – $6.19
1 month Earnings	±25.4% ±$1.06	$3.11 – $5.22	$2.85 – $5.48	$1.94 – $6.39

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BKKT reports in 3 sessions; only the horizons marked Earnings include its jump. 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

±13.86%

Average actual move

10.58%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 12, 2026	±13.86%	-10.58%	0.76×	—

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