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STMicroelectronics N STM 44.7 0.16 0.36%

Previous-day view · Tue Nov 10 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 10, 2026 close · $45.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$1.16 $44.00 – $46.32 $43.77 – $46.55 $42.68 – $47.64
2 sessions ±3.6% ±$1.61 $43.55 – $46.77 $43.21 – $47.11 $41.69 – $48.63
3 sessions ±4.5% ±$2.03 $43.13 – $47.19 $42.74 – $47.58 $40.84 – $49.48
1 week ±5.8% ±$2.60 $42.56 – $47.76 $41.99 – $48.33 $39.63 – $50.69
2 weeks ±8.2% ±$3.70 $41.46 – $48.86 $40.58 – $49.74 $37.25 – $53.07
3 weeks ±10.0% ±$4.52 $40.64 – $49.68 $39.55 – $50.77 $35.62 – $54.70
1 month ±12.1% ±$5.48 $39.68 – $50.64 $38.32 – $52.00 $33.54 – $56.78
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
±10.95%
Average actual move
10.85%
Beyond the implied move
1 / 2
Median IV change
-15.52%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±9.74% +3.03% 0.31× —
July 23, 2026 ±12.16% -18.67% 1.53× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →