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Boston Scientific Corp BSX 45.82 2.32 5.33%

Previous-day view · Wed Nov 4 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 04, 2026 close · $45.78
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.84 $44.94 – $46.62 $44.77 – $46.79 $43.97 – $47.59
2 sessions ±2.6% ±$1.17 $44.61 – $46.95 $44.36 – $47.20 $43.25 – $48.31
3 sessions ±3.2% ±$1.48 $44.31 – $47.26 $44.02 – $47.54 $42.64 – $48.93
1 week ±4.1% ±$1.88 $43.90 – $47.66 $43.49 – $48.08 $41.78 – $49.78
2 weeks ±5.9% ±$2.68 $43.10 – $48.46 $42.46 – $49.10 $40.06 – $51.50
3 weeks ±6.9% ±$3.17 $42.62 – $48.95 $41.85 – $49.71 $39.10 – $52.47
1 month ±8.0% ±$3.67 $42.11 – $49.45 $41.20 – $50.36 $38.00 – $53.56
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
±6.21%
Average actual move
5.56%
Beyond the implied move
1 / 6
Median IV change
-32.51%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±8.32% -5.84% 0.70× —
July 29, 2026 ±8.25% -0.04% 0.01× —
February 04, 2026 ±5.16% -17.59% 3.41× —
July 23, 2025 ±4.85% +4.46% 0.92× 34.2% → 23.1%
April 23, 2025 ±6.13% +4.07% 0.66× 45.5% → 31.7%
February 05, 2025 ±4.54% +1.38% 0.30× 31.7% → 18.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →