Closed
⌘K
Sign in Sign up

KONINKLIJKE PHILIPS N PHG 30.51 -0.55 -1.77%

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 · $30.51
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.39 $30.12 – $30.90 $30.05 – $30.97 $29.68 – $31.34
2 sessions ±1.8% ±$0.54 $29.97 – $31.05 $29.86 – $31.16 $29.35 – $31.67
3 sessions ±2.2% ±$0.68 $29.83 – $31.19 $29.70 – $31.32 $29.07 – $31.95
1 week ±2.8% ±$0.86 $29.65 – $31.37 $29.46 – $31.56 $28.67 – $32.35
2 weeks ±4.0% ±$1.21 $29.30 – $31.72 $29.02 – $32.00 $27.93 – $33.09
3 weeks ±4.8% ±$1.45 $29.06 – $31.96 $28.71 – $32.31 $27.44 – $33.58
1 month ±5.5% ±$1.68 $28.83 – $32.19 $28.41 – $32.61 $26.94 – $34.08
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
±9.17%
Average actual move
8.52%
Beyond the implied move
2 / 3
Median IV change
-38.51%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.64% +2.95% 0.31× —
February 10, 2026 ±9.12% +11.11% 1.22× —
February 19, 2025 ±8.74% -11.52% 1.32× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →