BNY Moves

Bank of New York Mellon BNY 147.49 -5.23 -3.42%

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Expected move

November 05, 2026 close · $147.49

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$2.02	$145.47 – $149.51	$145.07 – $149.91	$143.17 – $151.81
2 sessions	±1.9% ±$2.80	$144.69 – $150.29	$144.08 – $150.90	$141.44 – $153.54
3 sessions	±2.4% ±$3.54	$143.95 – $151.03	$143.27 – $151.71	$139.97 – $155.01
1 week	±3.0% ±$4.48	$143.01 – $151.97	$142.00 – $152.98	$137.92 – $157.06
2 weeks	±4.3% ±$6.30	$141.19 – $153.79	$139.70 – $155.28	$134.04 – $160.94
3 weeks	±5.1% ±$7.52	$139.97 – $155.01	$138.14 – $156.84	$131.59 – $163.39
1 month	±5.9% ±$8.70	$138.79 – $156.19	$136.63 – $158.35	$129.05 – $165.93

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

±3.14%

Average actual move

5.08%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
July 15, 2026	±3.14%	+5.08%	1.62×	—

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