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S&P Global Inc SPGI 481.69 15.66 3.36%

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 · $481.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$7.76 $473.93 – $489.45 $472.35 – $491.03 $465.02 – $498.36
2 sessions ±2.2% ±$10.79 $470.90 – $492.48 $468.59 – $494.79 $458.42 – $504.96
3 sessions ±2.8% ±$13.58 $468.11 – $495.27 $465.46 – $497.92 $452.74 – $510.64
1 week ±3.6% ±$17.29 $464.40 – $498.98 $460.54 – $502.84 $444.89 – $518.49
2 weeks ±5.0% ±$24.23 $457.46 – $505.92 $451.68 – $511.70 $429.96 – $533.42
3 weeks ±5.6% ±$26.88 $454.81 – $508.57 $448.31 – $515.07 $424.90 – $538.48
1 month ±6.9% ±$33.04 $448.65 – $514.73 $440.46 – $522.92 $411.60 – $551.78
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
±4.75%
Average actual move
3.66%
Beyond the implied move
2 / 6
Median IV change
-18.50%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±4.94% -0.38% 0.08× —
July 28, 2026 ±4.48% -3.52% 0.79× —
April 28, 2026 ±4.84% -0.86% 0.18× —
February 10, 2026 ±6.44% -9.71% 1.51× —
April 29, 2025 ±4.19% +2.58% 0.62× —
February 11, 2025 ±3.62% +4.89% 1.35× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →