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General Motors Company GM 89.33 -3.1 -3.35%

Previous-day view · Thu Nov 5 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 05, 2026 close · $89.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$1.88 $87.12 – $90.88 $86.75 – $91.25 $84.97 – $93.03
2 sessions ±2.7% ±$2.44 $86.56 – $91.44 $86.05 – $91.95 $83.74 – $94.26
3 sessions ±3.4% ±$2.99 $86.01 – $91.99 $85.43 – $92.57 $82.63 – $95.37
1 week ±4.2% ±$3.73 $85.27 – $92.73 $84.44 – $93.56 $81.06 – $96.94
2 weeks ±5.5% ±$4.86 $84.14 – $93.86 $82.99 – $95.01 $78.63 – $99.37
3 weeks ±6.5% ±$5.81 $83.19 – $94.81 $81.77 – $96.23 $76.73 – $101.27
1 month ±7.5% ±$6.71 $82.29 – $95.71 $80.63 – $97.37 $74.78 – $103.22
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
±6.46%
Average actual move
5.63%
Beyond the implied move
4 / 7
Median IV change
-21.08%
Reaction session Implied Actual Used ATM IV before → after
October 20, 2026 ±5.76% -6.84% 1.19× 49.0% → 41.6%
July 21, 2026 ±6.72% +4.91% 0.73× 55.2% → 39.4%
April 28, 2026 ±7.73% +1.27% 0.16× 61.5% → 45.9%
January 27, 2026 ±6.15% +8.75% 1.42× —
July 22, 2025 ±5.85% -8.12% 1.39× 48.1% → 32.5%
April 29, 2025 ±6.46% -0.64% 0.10× 55.4% → 50.9%
January 28, 2025 ±6.55% -8.89% 1.36× 55.2% → 45.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →