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Gilead Sciences Inc GILD 174.48 7.01 4.19%

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 · $174.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$2.77 $171.75 – $177.29 $171.20 – $177.84 $168.59 – $180.45
2 sessions ±2.2% ±$3.86 $170.66 – $178.38 $169.86 – $179.18 $166.21 – $182.83
3 sessions ±2.8% ±$4.80 $169.72 – $179.32 $168.80 – $180.24 $164.29 – $184.75
1 week ±3.5% ±$6.06 $168.46 – $180.58 $167.12 – $181.92 $161.64 – $187.40
2 weeks ±4.5% ±$7.94 $166.58 – $182.46 $164.69 – $184.35 $157.56 – $191.48
3 weeks ±5.5% ±$9.62 $164.90 – $184.14 $162.57 – $186.47 $154.19 – $194.85
1 month ±6.5% ±$11.38 $163.14 – $185.90 $160.33 – $188.71 $150.42 – $198.62
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
±4.87%
Average actual move
4.37%
Beyond the implied move
2 / 6
Median IV change
-12.19%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±4.20% +3.06% 0.73× —
August 05, 2026 ±5.06% -2.58% 0.51× —
May 08, 2026 ±4.88% -2.04% 0.42× —
August 08, 2025 ±6.08% +8.28% 1.36× —
April 25, 2025 ±4.44% -2.81% 0.63× 38.9% → 28.6%
February 12, 2025 ±4.59% +7.46% 1.62× 34.2% → 34.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →