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Bank OZK OZK 51.09 -0.7 -1.35%

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 · $51.03
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.77 $50.26 – $51.80 $50.11 – $51.95 $49.38 – $52.68
2 sessions ±2.1% ±$1.07 $49.96 – $52.10 $49.73 – $52.33 $48.73 – $53.33
3 sessions ±2.6% ±$1.34 $49.69 – $52.37 $49.43 – $52.63 $48.17 – $53.89
1 week ±3.4% ±$1.71 $49.32 – $52.74 $48.94 – $53.12 $47.39 – $54.67
2 weeks ±4.7% ±$2.40 $48.63 – $53.43 $48.07 – $53.99 $45.92 – $56.14
3 weeks ±5.5% ±$2.82 $48.21 – $53.85 $47.53 – $54.53 $45.07 – $56.99
1 month ±6.3% ±$3.20 $47.83 – $54.23 $47.03 – $55.03 $44.23 – $57.83
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
±4.96%
Average actual move
5.21%
Beyond the implied move
2 / 3
Median IV change
-15.49%
Reaction session Implied Actual Used ATM IV before → after
July 18, 2025 ±4.86% +0.10% 0.02× 35.4% → 27.8%
April 17, 2025 ±5.66% +5.82% 1.03× 47.3% → 40.7%
January 17, 2025 ±4.36% +9.70% 2.23× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →