Shell plc American Depositary Shares SHEL 100.12 -1.74 -1.71%
Expected move
November 05, 2026 close · $100.47| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.5% ±$1.55 | $98.92 – $102.02 | $98.61 – $102.33 | $97.15 – $103.79 |
| 2 sessions | ±2.1% ±$2.15 | $98.32 – $102.62 | $97.87 – $103.07 | $95.84 – $105.10 |
| 3 sessions | ±2.7% ±$2.70 | $97.77 – $103.17 | $97.24 – $103.70 | $94.71 – $106.23 |
| 1 week | ±3.4% ±$3.44 | $97.03 – $103.91 | $96.26 – $104.68 | $93.15 – $107.79 |
| 2 weeks | ±4.1% ±$4.10 | $96.37 – $104.57 | $95.40 – $105.54 | $91.73 – $109.21 |
| 3 weeks | ±5.2% ±$5.17 | $95.30 – $105.64 | $94.04 – $106.90 | $89.53 – $111.41 |
| 1 month | ±5.5% ±$5.53 | $94.94 – $106.00 | $93.58 – $107.36 | $88.76 – $112.18 |
Earnings: priced against what happened
Average implied move
±2.80%
Average actual move
2.84%
Beyond the implied move
3 / 7
Median IV change
-11.84%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±2.45% | +2.36% | 0.96× | 30.0% → 27.4% |
| July 30, 2026 | ±3.08% | +2.46% | 0.80× | 31.0% → 26.4% |
| May 07, 2026 | ±2.92% | -3.39% | 1.16× | 32.4% → 26.3% |
| February 05, 2026 | ±3.11% | -5.28% | 1.70× | — |
| July 31, 2025 | ±2.41% | +0.68% | 0.28× | 23.5% → 21.6% |
| May 02, 2025 | ±2.70% | +2.84% | 1.05× | 32.8% → 30.1% |
| January 30, 2025 | ±2.93% | +2.89% | 0.98× | 27.4% → 23.0% |