Closed
⌘K
Sign in Sign up

Blue Owl Capital Inc OWL 9.89 -0.76 -7.14%

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 · $9.89
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.24 $9.65 – $10.13 $9.60 – $10.18 $9.37 – $10.41
2 sessions ±3.4% ±$0.34 $9.55 – $10.23 $9.48 – $10.30 $9.16 – $10.62
3 sessions ±4.3% ±$0.43 $9.46 – $10.32 $9.38 – $10.40 $8.98 – $10.80
1 week ±5.5% ±$0.54 $9.35 – $10.43 $9.23 – $10.55 $8.73 – $11.05
2 weeks ±7.7% ±$0.76 $9.13 – $10.65 $8.95 – $10.83 $8.26 – $11.52
3 weeks ±9.6% ±$0.95 $8.94 – $10.84 $8.72 – $11.06 $7.89 – $11.89
1 month ±10.9% ±$1.08 $8.81 – $10.97 $8.54 – $11.24 $7.59 – $12.19
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
±6.62%
Average actual move
6.85%
Beyond the implied move
3 / 4
Median IV change
-17.24%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±6.46% +7.65% 1.18× —
July 30, 2026 ±6.02% +6.39% 1.06× —
April 30, 2026 ±6.76% +9.80% 1.45× —
February 05, 2026 ±7.26% -3.57% 0.49× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →