Salesforce CRM 227.11 4.91 2.21%
Expected move
November 04, 2026 close · $227.15| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.0% ±$4.54 | $222.61 – $231.69 | $221.70 – $232.60 | $217.41 – $236.89 |
| 2 sessions | ±2.8% ±$6.31 | $220.84 – $233.46 | $219.50 – $234.80 | $213.54 – $240.76 |
| 3 sessions | ±3.5% ±$7.95 | $219.20 – $235.10 | $217.68 – $236.62 | $210.23 – $244.07 |
| 1 week | ±4.5% ±$10.11 | $217.04 – $237.26 | $214.79 – $239.51 | $205.64 – $248.66 |
| 2 weeks | ±6.2% ±$14.17 | $212.98 – $241.32 | $209.61 – $244.69 | $196.92 – $257.38 |
| 3 weeks | ±7.7% ±$17.56 | $209.59 – $244.71 | $205.32 – $248.98 | $190.06 – $264.24 |
| 1 month Earnings | ±11.3% ±$25.55 | $201.60 – $252.70 | $195.44 – $258.86 | $173.43 – $280.87 |
Earnings: priced against what happened
Average implied move
±7.84%
Average actual move
8.34%
Beyond the implied move
2 / 5
Median IV change
-38.55%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 27, 2026 | ±7.14% | +22.58% | 3.16× | — |
| May 28, 2026 | ±8.72% | -0.75% | 0.09× | 68.6% → 44.0% |
| May 29, 2025 | ±7.34% | -3.30% | 0.45× | 52.5% → 30.1% |
| February 27, 2025 | ±8.76% | -4.04% | 0.46× | 59.5% → 35.0% |
| December 04, 2024 | ±7.26% | +10.99% | 1.52× | 47.6% → 33.0% |