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State Street SPDR S&P 500 SPY 755.72 -13.64 -1.77% Regime: Neutral (40%)

Previous-day view · Fri Oct 30 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in

Expected move

October 30, 2026 close · $756.17
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.8% ±$6.35 $749.82 – $762.52 $748.53 – $763.81 $742.56 – $769.78
2 sessions ±1.1% ±$8.24 $747.93 – $764.41 $746.19 – $766.15 $738.40 – $773.94
3 sessions ±1.4% ±$10.51 $745.66 – $766.68 $743.62 – $768.72 $733.86 – $778.48
1 week ±1.7% ±$13.01 $743.16 – $769.18 $740.29 – $772.05 $728.49 – $783.85
2 weeks ±2.3% ±$17.54 $738.63 – $773.71 $734.47 – $777.87 $718.74 – $793.60
3 weeks ±2.9% ±$21.55 $734.62 – $777.72 $729.33 – $783.01 $710.57 – $801.77
1 month ±3.3% ±$25.26 $730.91 – $781.43 $724.56 – $787.78 $702.56 – $809.78
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.
Today's 0DTE range The session's cone, the odds of touching a strike and the afternoon premium.

Earnings: priced against what happened

No completed report with a comparable pre-report straddle.