STT Moves

State Street Corporation STT 165.23 -8.18 -4.72%

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Expected move

November 05, 2026 close · $165.23

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.5% ±$2.41	$162.82 – $167.64	$162.34 – $168.12	$160.07 – $170.39
2 sessions	±2.0% ±$3.34	$161.89 – $168.57	$161.18 – $169.28	$158.03 – $172.43
3 sessions	±2.5% ±$4.21	$161.02 – $169.44	$160.21 – $170.25	$156.26 – $174.20
1 week	±3.2% ±$5.35	$159.88 – $170.58	$158.69 – $171.77	$153.83 – $176.63
2 weeks	±4.5% ±$7.52	$157.71 – $172.75	$155.94 – $174.52	$149.20 – $181.26
3 weeks	±5.5% ±$9.17	$156.06 – $174.40	$153.81 – $176.65	$145.83 – $184.63
1 month	±6.5% ±$10.82	$154.41 – $176.05	$151.73 – $178.73	$142.30 – $188.16

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

±4.96%

Average actual move

3.22%

Beyond the implied move

1 / 6

Median IV change

-21.62%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 14, 2026	±4.34%	-4.14%	0.95×	—
July 16, 2026	±5.65%	-0.50%	0.09×	—
April 17, 2026	±5.36%	+2.49%	0.46×	—
July 15, 2025	±4.66%	-7.29%	1.56×	27.2% → 21.3%
April 17, 2025	±5.27%	+2.05%	0.39×	—
January 17, 2025	±4.48%	-2.85%	0.64×	—

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