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Blackstone Secured Lending Fund BXSL 24.09 -0.08 -0.33%

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 · $24.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.9% ±$0.20 $23.89 – $24.29 $23.84 – $24.34 $23.65 – $24.53
2 sessions ±1.2% ±$0.28 $23.81 – $24.37 $23.75 – $24.43 $23.48 – $24.70
3 sessions ±1.5% ±$0.36 $23.73 – $24.45 $23.66 – $24.52 $23.33 – $24.85
1 week ±1.9% ±$0.46 $23.63 – $24.55 $23.53 – $24.65 $23.12 – $25.06
2 weeks ±2.7% ±$0.64 $23.45 – $24.73 $23.30 – $24.88 $22.72 – $25.46
3 weeks ±3.3% ±$0.79 $23.30 – $24.88 $23.10 – $25.08 $22.41 – $25.77
1 month ±3.9% ±$0.94 $23.15 – $25.03 $22.91 – $25.27 $22.09 – $26.09
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
±4.52%
Average actual move
2.00%
Beyond the implied move
0 / 2
Median IV change
-11.67%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±5.13% -3.11% 0.61× —
May 07, 2025 ±3.90% +0.88% 0.23× 26.9% → 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 →