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Brookfield Corporation BN 41.76 -1.34 -3.11%

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 · $41.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.49 $41.27 – $42.25 $41.17 – $42.35 $40.71 – $42.81
2 sessions ±1.6% ±$0.68 $41.08 – $42.44 $40.93 – $42.59 $40.29 – $43.23
3 sessions ±2.1% ±$0.86 $40.90 – $42.62 $40.74 – $42.78 $39.93 – $43.59
1 week Earnings ±6.1% ±$2.54 $39.22 – $44.30 $38.60 – $44.92 $36.41 – $47.11
2 weeks Earnings ±6.7% ±$2.80 $38.96 – $44.56 $38.31 – $45.21 $35.86 – $47.66
3 weeks Earnings ±7.2% ±$3.01 $38.75 – $44.77 $38.03 – $45.49 $35.43 – $48.09
1 month Earnings ±7.8% ±$3.25 $38.51 – $45.01 $37.73 – $45.79 $34.93 – $48.59
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BN reports in 5 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
±5.26%
Average actual move
2.58%
Beyond the implied move
0 / 4
Median IV change
-17.45%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±5.85% -3.84% 0.66× —
May 08, 2025 ±5.32% +3.08% 0.58× 41.5% → 35.6%
February 13, 2025 ±4.74% +3.06% 0.65× 33.2% → 26.3%
November 14, 2024 ±5.12% +0.33% 0.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →