IBKR Moves

Interactive Brokers Group IBKR 77.88 0.42 0.54%

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Expected move

November 04, 2026 close · $77.88

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$1.47	$76.41 – $79.35	$76.11 – $79.65	$74.72 – $81.04
2 sessions	±2.6% ±$2.05	$75.83 – $79.93	$75.40 – $80.36	$73.46 – $82.30
3 sessions	±3.3% ±$2.58	$75.30 – $80.46	$74.80 – $80.96	$72.39 – $83.37
1 week	±4.2% ±$3.28	$74.60 – $81.16	$73.87 – $81.89	$70.89 – $84.87
2 weeks	±5.9% ±$4.60	$73.28 – $82.48	$72.19 – $83.57	$68.07 – $87.69
3 weeks	±7.3% ±$5.70	$72.18 – $83.58	$70.79 – $84.97	$65.84 – $89.92
1 month	±8.7% ±$6.78	$71.10 – $84.66	$69.41 – $86.35	$63.50 – $92.26

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

±5.93%

Average actual move

0.97%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
July 22, 2026	±5.93%	-0.97%	0.16×	—

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