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Comcast Corp CMCSA 24.85 1.18 4.99%

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 · $24.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.48 $24.26 – $25.22 $24.16 – $25.32 $23.71 – $25.77
2 sessions ±2.7% ±$0.67 $24.07 – $25.41 $23.93 – $25.55 $23.30 – $26.18
3 sessions ±3.2% ±$0.79 $23.95 – $25.53 $23.80 – $25.68 $23.06 – $26.42
1 week ±3.8% ±$0.95 $23.79 – $25.69 $23.58 – $25.90 $22.72 – $26.76
2 weeks ±5.0% ±$1.23 $23.51 – $25.97 $23.21 – $26.27 $22.11 – $27.37
3 weeks ±6.0% ±$1.48 $23.26 – $26.22 $22.89 – $26.59 $21.60 – $27.88
1 month ±6.8% ±$1.69 $23.05 – $26.43 $22.62 – $26.86 $21.15 – $28.33
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
±5.67%
Average actual move
5.41%
Beyond the implied move
3 / 7
Median IV change
-35.78%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±5.96% +3.44% 0.58× 48.8% → 40.0%
July 23, 2026 ±5.93% -6.80% 1.15× —
April 23, 2026 ±5.77% +7.73% 1.34× —
January 29, 2026 ±6.05% +2.92% 0.48× —
July 31, 2025 ±5.06% +2.25% 0.44× 38.4% → 24.7%
April 24, 2025 ±5.85% -3.71% 0.64× 41.3% → 24.6%
January 30, 2025 ±5.09% -11.00% 2.16× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →