Intel Corp INTC 58.27 -2.28 -3.77% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $57.76| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.4% ±$1.96 | $55.79 – $59.72 | $55.39 – $60.12 | $53.53 – $61.98 |
| 2 sessions | ±4.8% ±$2.74 | $55.01 – $60.50 | $54.43 – $61.08 | $51.84 – $63.67 |
| 3 sessions | ±5.7% ±$3.31 | $54.44 – $61.07 | $53.80 – $61.71 | $50.70 – $64.81 |
| 1 week | ±7.0% ±$4.06 | $53.69 – $61.82 | $52.78 – $62.73 | $49.10 – $66.41 |
| 2 weeks | ±9.5% ±$5.46 | $52.29 – $63.22 | $51.00 – $64.51 | $46.10 – $69.41 |
| 3 weeks | ±11.7% ±$6.74 | $51.01 – $64.50 | $49.38 – $66.13 | $43.52 – $71.99 |
| 1 month | ±13.8% ±$7.98 | $49.78 – $65.73 | $47.80 – $67.71 | $40.85 – $74.66 |
Earnings: priced against what happened
Average implied move
±9.40%
Average actual move
13.60%
Beyond the implied move
4 / 7
Median IV change
-33.42%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 30, 2026 | ±8.01% | -28.58% | 3.57× | — |
| July 24, 2026 | ±12.30% | -7.89% | 0.64× | — |
| April 24, 2026 | ±10.18% | +23.60% | 2.32× | — |
| January 23, 2026 | ±9.33% | -17.03% | 1.82× | — |
| July 25, 2025 | ±7.95% | -8.53% | 1.07× | 65.2% → 43.4% |
| April 25, 2025 | ±7.72% | -6.70% | 0.87× | 73.2% → 53.0% |
| January 31, 2025 | ±10.29% | -2.90% | 0.28× | 85.1% → 52.5% |