ICE Moves

Intercontinental Exchange Inc ICE 174.0 -0.92 -0.53%

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Expected move

November 05, 2026 close · $174.25

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.2% ±$2.12	$172.12 – $176.37	$171.70 – $176.79	$169.68 – $178.81
2 sessions	±1.7% ±$2.96	$171.29 – $177.21	$170.66 – $177.84	$167.87 – $180.63
3 sessions	±2.1% ±$3.71	$170.54 – $177.96	$169.80 – $178.69	$166.32 – $182.18
1 week	±2.7% ±$4.72	$169.53 – $178.97	$168.46 – $180.03	$164.18 – $184.32
2 weeks	±3.6% ±$6.31	$167.94 – $180.56	$166.44 – $182.05	$160.80 – $187.70
3 weeks	±4.3% ±$7.56	$166.69 – $181.81	$164.84 – $183.66	$158.25 – $190.24
1 month	±5.2% ±$8.99	$165.26 – $183.24	$163.03 – $185.47	$155.19 – $193.31

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

±3.78%

Average actual move

1.25%

Beyond the implied move

0 / 2

Median IV change

-27.00%

Reaction session	Implied	Actual	Used	ATM IV before → after
July 30, 2026	±3.66%	+1.29%	0.35×	—
April 30, 2026	±3.91%	+1.22%	0.31×	—

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