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Western Alliance Bancorporation WAL 76.29 -1.51 -1.94%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $76.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.25 $74.84 – $77.34 $74.60 – $77.58 $73.42 – $78.76
2 sessions ±2.3% ±$1.73 $74.36 – $77.82 $73.99 – $78.19 $72.35 – $79.83
3 sessions ±2.9% ±$2.18 $73.91 – $78.27 $73.49 – $78.69 $71.45 – $80.73
1 week ±3.6% ±$2.77 $73.32 – $78.86 $72.70 – $79.48 $70.19 – $81.99
2 weeks ±5.1% ±$3.89 $72.20 – $79.98 $71.28 – $80.90 $67.80 – $84.38
3 weeks ±6.3% ±$4.82 $71.27 – $80.91 $70.10 – $82.08 $65.92 – $86.26
1 month ±7.3% ±$5.53 $70.56 – $81.62 $69.19 – $82.99 $64.37 – $87.81
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
±5.53%
Average actual move
3.98%
Beyond the implied move
0 / 1
Median IV change
-18.94%
Reaction session Implied Actual Used ATM IV before → after
July 18, 2025 ±5.53% -3.98% 0.72× 40.9% → 33.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →