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Johnson & Johnson JNJ 276.32 10.15 3.81%

Previous-day view · Wed Nov 4 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 04, 2026 close · $277.01
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$3.30 $273.71 – $280.31 $273.05 – $280.97 $269.92 – $284.10
2 sessions ±1.7% ±$4.60 $272.41 – $281.61 $271.44 – $282.58 $267.09 – $286.93
3 sessions ±2.1% ±$5.71 $271.30 – $282.72 $270.20 – $283.82 $264.85 – $289.17
1 week ±2.6% ±$7.17 $269.84 – $284.18 $268.26 – $285.76 $261.75 – $292.27
2 weeks ±3.7% ±$10.19 $266.82 – $287.20 $264.38 – $289.64 $255.24 – $298.78
3 weeks ±4.6% ±$12.66 $264.35 – $289.67 $261.25 – $292.77 $250.22 – $303.80
1 month ±5.4% ±$14.85 $262.16 – $291.86 $258.48 – $295.54 $245.54 – $308.48
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
±3.12%
Average actual move
2.57%
Beyond the implied move
2 / 7
Median IV change
-20.94%
Reaction session Implied Actual Used ATM IV before → after
October 13, 2026 ±3.58% -5.73% 1.60× 32.4% → 31.1%
July 15, 2026 ±3.38% -2.69% 0.80× 29.7% → 24.3%
April 14, 2026 ±3.78% +0.90% 0.24× —
October 14, 2025 ±3.42% -0.03% 0.01× 28.1% → 21.1%
July 16, 2025 ±2.58% +6.19% 2.40× 20.9% → 20.0%
April 15, 2025 ±2.70% -0.48% 0.18× 25.4% → 19.3%
January 22, 2025 ±2.38% -1.94% 0.82× 19.3% → 14.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →