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Blackstone Mortgage Trust BXMT 11.16 -0.29 -2.53%

Previous-day view · Fri Nov 6 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 06, 2026 close · $11.17
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.22 $10.95 – $11.39 $10.91 – $11.43 $10.70 – $11.64
2 sessions ±2.8% ±$0.31 $10.86 – $11.48 $10.80 – $11.54 $10.51 – $11.83
3 sessions ±3.5% ±$0.39 $10.78 – $11.56 $10.71 – $11.63 $10.35 – $11.99
1 week ±4.4% ±$0.49 $10.68 – $11.66 $10.57 – $11.77 $10.12 – $12.22
2 weeks ±6.2% ±$0.69 $10.48 – $11.86 $10.32 – $12.02 $9.70 – $12.64
3 weeks ±7.3% ±$0.82 $10.35 – $11.99 $10.16 – $12.18 $9.45 – $12.89
1 month ±8.4% ±$0.94 $10.23 – $12.11 $9.99 – $12.35 $9.17 – $13.17
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
±4.23%
Average actual move
1.58%
Beyond the implied move
0 / 1
Median IV change
-25.46%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±4.23% +1.58% 0.37× 31.8% → 23.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →