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Jones Lang LaSalle JLL 375.25 -15.08 -3.86%

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 · $372.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$6.62 $365.49 – $378.73 $364.15 – $380.07 $357.86 – $386.36
2 sessions ±2.5% ±$9.23 $362.88 – $381.34 $360.91 – $383.31 $352.20 – $392.02
3 sessions ±3.1% ±$11.65 $360.46 – $383.76 $358.23 – $385.99 $347.33 – $396.89
1 week ±4.0% ±$14.77 $357.34 – $386.88 $354.03 – $390.19 $340.59 – $403.63
2 weeks ±5.6% ±$20.76 $351.35 – $392.87 $346.43 – $397.79 $327.83 – $416.39
3 weeks ±6.7% ±$25.01 $347.10 – $397.12 $341.04 – $403.18 $319.31 – $424.91
1 month ±7.8% ±$29.10 $343.01 – $401.21 $335.79 – $408.43 $310.41 – $433.81
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
±6.46%
Average actual move
3.03%
Beyond the implied move
1 / 4
Median IV change
-6.25%
Reaction session Implied Actual Used ATM IV before → after
February 18, 2026 ±9.48% +9.62% 1.01× —
August 06, 2025 ±5.48% +0.81% 0.15× —
May 07, 2025 ±5.96% -0.75% 0.13× —
February 19, 2025 ±4.91% -0.94% 0.19× 29.9% → 28.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →