Alphabet Inc GOOGL 279.84 -3.98 -1.4% Regime: Neutral (40%)
Expected move
October 30, 2026 close · $278.76| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.9% ±$5.27 | $273.49 – $284.03 | $272.43 – $285.09 | $267.44 – $290.08 |
| 2 sessions | ±2.5% ±$6.83 | $271.93 – $285.59 | $270.51 – $287.01 | $264.07 – $293.45 |
| 3 sessions | ±3.0% ±$8.36 | $270.40 – $287.12 | $268.78 – $288.74 | $260.95 – $296.57 |
| 1 week | ±3.6% ±$9.92 | $268.84 – $288.68 | $266.61 – $290.91 | $257.60 – $299.92 |
| 2 weeks | ±4.7% ±$13.13 | $265.63 – $291.89 | $262.51 – $295.01 | $250.74 – $306.77 |
| 3 weeks | ±5.7% ±$15.80 | $262.95 – $294.56 | $259.11 – $298.41 | $245.34 – $312.18 |
| 1 month | ±6.6% ±$18.42 | $260.33 – $297.18 | $255.73 – $301.78 | $239.68 – $317.84 |
Earnings: priced against what happened
Average implied move
±5.95%
Average actual move
6.62%
Beyond the implied move
4 / 6
Median IV change
-32.56%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±6.27% | -12.64% | 2.02× | — |
| July 23, 2026 | ±5.80% | -7.13% | 1.23× | — |
| April 30, 2026 | ±5.46% | +9.96% | 1.83× | — |
| July 24, 2025 | ±5.68% | +1.02% | 0.18× | 42.3% → 29.3% |
| April 25, 2025 | ±5.96% | +1.68% | 0.28× | 50.2% → 33.3% |
| February 05, 2025 | ±6.55% | -7.29% | 1.11× | 44.6% → 30.1% |