STLA Moves

Stellantis N STLA 4.44 -0.21 -4.52%

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Expected move

November 05, 2026 close · $4.44

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$0.11	$4.34 – $4.55	$4.31 – $4.58	$4.21 – $4.68
2 sessions	±3.4% ±$0.16	$4.29 – $4.60	$4.26 – $4.63	$4.12 – $4.77
3 sessions	±4.3% ±$0.19	$4.25 – $4.63	$4.22 – $4.67	$4.04 – $4.85
1 week	±5.4% ±$0.25	$4.20 – $4.69	$4.15 – $4.74	$3.93 – $4.96
2 weeks	±7.6% ±$0.34	$4.10 – $4.78	$4.02 – $4.86	$3.72 – $5.17
3 weeks	±9.1% ±$0.41	$4.04 – $4.85	$3.94 – $4.95	$3.59 – $5.30
1 month	±10.9% ±$0.49	$3.96 – $4.93	$3.84 – $5.05	$3.42 – $5.47

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

±6.20%

Average actual move

3.65%

Beyond the implied move

1 / 4

Median IV change

-17.04%

Reaction session	Implied	Actual	Used	ATM IV before → after
July 30, 2026	±6.24%	-2.50%	0.40×	—
February 26, 2026	±6.49%	+4.41%	0.68×	—
July 29, 2025	±6.96%	-1.13%	0.16×	61.8% → 50.7%
February 15, 2024	±5.13%	+6.56%	1.28×	34.6% → 29.1%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →