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Unilever plc UL 67.71 0.79 1.18%

Previous-day view · Thu Nov 5 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 05, 2026 close · $67.71
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.72 $66.99 – $68.43 $66.84 – $68.58 $66.15 – $69.27
2 sessions ±1.5% ±$1.01 $66.70 – $68.72 $66.48 – $68.94 $65.53 – $69.89
3 sessions ±1.9% ±$1.27 $66.44 – $68.98 $66.19 – $69.23 $65.00 – $70.42
1 week ±2.4% ±$1.62 $66.09 – $69.33 $65.73 – $69.69 $64.26 – $71.16
2 weeks ±3.4% ±$2.27 $65.44 – $69.98 $64.90 – $70.52 $62.87 – $72.55
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
±3.48%
Average actual move
3.64%
Beyond the implied move
1 / 1
Median IV change
-30.35%
Reaction session Implied Actual Used ATM IV before → after
February 08, 2024 ±3.48% +3.64% 1.05× 23.8% → 15.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →