GSK plc American Depositary Shares GSK 50.41 -0.74 -1.45%
Expected move
November 05, 2026 close · $50.41| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.5% ±$0.76 | $49.65 – $51.17 | $49.49 – $51.33 | $48.77 – $52.05 |
| 2 sessions | ±2.1% ±$1.06 | $49.35 – $51.47 | $49.12 – $51.69 | $48.12 – $52.70 |
| 3 sessions | ±2.6% ±$1.33 | $49.07 – $51.74 | $48.82 – $52.00 | $47.56 – $53.26 |
| 1 week | ±3.4% ±$1.70 | $48.71 – $52.11 | $48.33 – $52.49 | $46.79 – $54.03 |
| 2 weeks | ±4.1% ±$2.05 | $48.36 – $52.46 | $47.88 – $52.94 | $46.04 – $54.77 |
| 3 weeks | ±5.0% ±$2.54 | $47.87 – $52.95 | $47.25 – $53.57 | $45.04 – $55.78 |
| 1 month | ±5.6% ±$2.84 | $47.57 – $53.25 | $46.87 – $53.95 | $44.39 – $56.43 |
Earnings: priced against what happened
Average implied move
±4.49%
Average actual move
4.81%
Beyond the implied move
2 / 6
Median IV change
-13.13%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 28, 2026 | ±4.42% | -4.32% | 0.98× | — |
| July 28, 2026 | ±5.15% | +3.33% | 0.65× | 43.2% → 32.7% |
| February 04, 2026 | ±4.87% | +7.29% | 1.50× | — |
| July 30, 2025 | ±4.38% | +3.45% | 0.79× | 34.1% → 30.7% |
| April 30, 2025 | ±3.66% | +2.26% | 0.62× | 33.9% → 29.4% |
| February 05, 2025 | ±4.45% | +8.21% | 1.85× | — |