HAL Moves

Halliburton Company HAL 31.92 -1.08 -3.27%

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Expected move

November 05, 2026 close · $32.27

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$0.63	$31.64 – $32.90	$31.51 – $33.03	$30.92 – $33.62
2 sessions	±2.7% ±$0.87	$31.40 – $33.14	$31.21 – $33.33	$30.38 – $34.16
3 sessions	±3.4% ±$1.10	$31.17 – $33.37	$30.96 – $33.58	$29.92 – $34.62
1 week	±4.3% ±$1.40	$30.87 – $33.67	$30.56 – $33.98	$29.29 – $35.25
2 weeks	±5.8% ±$1.87	$30.40 – $34.14	$29.96 – $34.58	$28.28 – $36.26
3 weeks	±6.8% ±$2.20	$30.07 – $34.47	$29.53 – $35.01	$27.61 – $36.93
1 month	±7.8% ±$2.52	$29.75 – $34.79	$29.12 – $35.42	$26.92 – $37.62

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

±5.22%

Average actual move

3.57%

Beyond the implied move

1 / 6

Median IV change

-13.09%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 20, 2026	±5.25%	+1.85%	0.35×	—
July 21, 2026	±5.11%	-5.47%	1.07×	46.8% → 46.8%
April 21, 2026	±5.68%	+4.01%	0.71×	—
July 22, 2025	±4.86%	+0.99%	0.20×	47.7% → 39.4%
April 22, 2025	±6.36%	-5.57%	0.87×	58.1% → 46.2%
January 22, 2025	±4.05%	-3.56%	0.88×	32.5% → 29.6%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →