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International Flavors & Fragrances Inc IFF 86.36 -1.31 -1.49%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $86.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.18 $84.88 – $87.24 $84.64 – $87.48 $83.52 – $88.60
2 sessions ±1.9% ±$1.64 $84.42 – $87.70 $84.07 – $88.05 $82.51 – $89.61
3 sessions ±2.4% ±$2.07 $83.99 – $88.13 $83.59 – $88.53 $81.65 – $90.47
1 week ±3.1% ±$2.63 $83.43 – $88.69 $82.84 – $89.28 $80.46 – $91.66
2 weeks ±4.3% ±$3.69 $82.37 – $89.75 $81.49 – $90.63 $78.19 – $93.93
3 weeks ±5.2% ±$4.44 $81.62 – $90.50 $80.54 – $91.59 $76.67 – $95.45
1 month ±6.0% ±$5.17 $80.89 – $91.23 $79.61 – $92.51 $75.10 – $97.02
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
±7.40%
Average actual move
8.33%
Beyond the implied move
2 / 5
Median IV change
-38.04%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±7.56% +17.18% 2.27× —
February 12, 2026 ±7.60% +5.89% 0.77× —
August 06, 2025 ±7.86% -6.32% 0.80× —
May 07, 2025 ±6.88% -7.08% 1.03× —
February 19, 2025 ±7.09% -5.16% 0.73× 36.2% → 22.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →