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Anheuser-Busch INBEV SA/NV BUD 85.2 1.53 1.83%

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 · $85.20
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.07 $84.14 – $86.27 $83.92 – $86.48 $82.91 – $87.49
2 sessions ±1.7% ±$1.48 $83.72 – $86.68 $83.40 – $87.00 $82.00 – $88.40
3 sessions ±2.2% ±$1.87 $83.33 – $87.07 $82.97 – $87.43 $81.22 – $89.18
1 week ±2.8% ±$2.38 $82.82 – $87.58 $82.29 – $88.11 $80.14 – $90.26
2 weeks ±3.9% ±$3.35 $81.85 – $88.55 $81.06 – $89.34 $78.05 – $92.35
3 weeks ±5.0% ±$4.24 $80.96 – $89.44 $79.93 – $90.47 $76.23 – $94.17
1 month ±5.9% ±$5.04 $80.16 – $90.24 $78.91 – $91.49 $74.52 – $95.88
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
±4.79%
Average actual move
6.66%
Beyond the implied move
2 / 4
Median IV change
-31.82%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±5.24% +3.81% 0.73× —
July 31, 2025 ±4.58% -13.33% 2.91× —
May 08, 2025 ±4.69% +2.29% 0.49× 33.5% → 22.9%
February 26, 2025 ±4.66% +7.21% 1.55× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →