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Wells Fargo & Co WFC 87.43 1.9 2.22%

Previous-day view · Wed Nov 4 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 04, 2026 close · $87.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.18 $86.17 – $88.53 $85.93 – $88.77 $84.82 – $89.88
2 sessions ±1.9% ±$1.64 $85.71 – $88.99 $85.36 – $89.34 $83.80 – $90.90
3 sessions ±2.2% ±$1.93 $85.42 – $89.28 $85.04 – $89.66 $83.24 – $91.46
1 week ±2.6% ±$2.31 $85.04 – $89.66 $84.53 – $90.17 $82.43 – $92.27
2 weeks ±3.6% ±$3.16 $84.19 – $90.51 $83.44 – $91.26 $80.60 – $94.10
3 weeks ±4.5% ±$3.97 $83.38 – $91.32 $82.41 – $92.29 $78.96 – $95.74
1 month ±5.4% ±$4.70 $82.65 – $92.05 $81.49 – $93.21 $77.39 – $97.31
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
±4.62%
Average actual move
3.68%
Beyond the implied move
3 / 7
Median IV change
-25.72%
Reaction session Implied Actual Used ATM IV before → after
October 13, 2026 ±4.58% -3.10% 0.68× —
July 14, 2026 ±4.77% -2.71% 0.57× 40.6% → 29.7%
June 15, 2026 ±2.69% -0.70% 0.26× 26.8% → 26.6%
April 14, 2026 ±4.84% -5.70% 1.18× —
October 14, 2025 ±4.47% +7.15% 1.60× 38.6% → 40.3%
July 15, 2025 ±4.25% -5.48% 1.29× 35.3% → 26.2%
April 11, 2025 ±6.77% -0.95% 0.14× 73.1% → 52.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →