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GlobalFoundries Inc GFS 38.62 2.26 6.22%

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 · $38.28
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$1.22 $37.06 – $39.50 $36.82 – $39.74 $35.67 – $40.89
2 sessions ±4.4% ±$1.70 $36.58 – $39.98 $36.23 – $40.33 $34.63 – $41.93
3 sessions ±5.6% ±$2.13 $36.15 – $40.41 $35.73 – $40.83 $33.74 – $42.82
1 week ±7.1% ±$2.71 $35.57 – $40.99 $34.96 – $41.59 $32.50 – $44.06
2 weeks ±9.9% ±$3.80 $34.47 – $42.08 $33.57 – $42.99 $30.16 – $46.40
3 weeks ±11.7% ±$4.47 $33.81 – $42.75 $32.72 – $43.84 $28.83 – $47.73
1 month ±13.5% ±$5.15 $33.13 – $43.43 $31.85 – $44.71 $27.35 – $49.20
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
±11.15%
Average actual move
7.11%
Beyond the implied move
0 / 3
Median IV change
-22.73%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±15.28% +9.28% 0.61× 105.2% → 76.6%
August 05, 2025 ±9.47% -9.34% 0.99× —
May 06, 2025 ±8.71% -2.70% 0.31× 62.6% → 51.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →