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Blackstone Inc BX 125.57 7.38 6.24%

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 · $125.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.30 $123.26 – $127.86 $122.80 – $128.32 $120.64 – $130.48
2 sessions ±2.5% ±$3.19 $122.37 – $128.75 $121.70 – $129.43 $118.67 – $132.46
3 sessions ±3.1% ±$3.91 $121.66 – $129.47 $120.90 – $130.22 $117.25 – $133.87
1 week ±3.9% ±$4.84 $120.73 – $130.40 $119.65 – $131.48 $115.25 – $135.87
2 weeks ±5.3% ±$6.69 $118.87 – $132.25 $117.29 – $133.84 $111.29 – $139.84
3 weeks ±6.5% ±$8.14 $117.43 – $133.70 $115.44 – $135.68 $108.36 – $142.76
1 month ±7.7% ±$9.65 $115.92 – $135.21 $113.52 – $137.60 $105.11 – $146.02
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
±4.14%
Average actual move
3.79%
Beyond the implied move
4 / 7
Median IV change
-19.07%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±3.99% +8.38% 2.10× —
July 23, 2026 ±4.32% +1.37% 0.32× 43.8% → 39.1%
April 23, 2026 ±4.34% -5.70% 1.31× —
January 29, 2026 ±4.79% -2.62% 0.55× —
July 24, 2025 ±3.48% +3.58% 1.03× 36.2% → 28.8%
April 17, 2025 ±3.97% +0.78% 0.20× 54.9% → 42.1%
January 30, 2025 ±4.09% -4.10% 1.00× 36.9% → 30.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →