UBS Moves

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UBS Group AG UBS 49.17 0.21 0.43%

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 · $49.17

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$0.62	$48.55 – $49.79	$48.42 – $49.92	$47.84 – $50.50
2 sessions	±1.8% ±$0.87	$48.30 – $50.04	$48.12 – $50.22	$47.31 – $51.03
3 sessions	±2.2% ±$1.09	$48.08 – $50.26	$47.87 – $50.47	$46.85 – $51.49
1 week	±2.8% ±$1.38	$47.79 – $50.55	$47.48 – $50.86	$46.22 – $52.12
2 weeks	±4.0% ±$1.94	$47.23 – $51.11	$46.77 – $51.57	$45.02 – $53.32
3 weeks	±4.9% ±$2.41	$46.76 – $51.58	$46.17 – $52.17	$44.08 – $54.26
1 month	±5.8% ±$2.88	$46.29 – $52.05	$45.58 – $52.76	$43.07 – $55.27

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

±4.58%

Average actual move

4.08%

Beyond the implied move

1 / 2

Median IV change

-13.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
April 30, 2025	±4.67%	-0.92%	0.20×	38.5% → 31.5%
February 04, 2025	±4.49%	-7.24%	1.61×	—

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