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Xylem Inc XYL 101.05 4.78 4.97%

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 · $101.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.37 $99.63 – $102.37 $99.34 – $102.66 $98.04 – $103.96
2 sessions ±1.9% ±$1.92 $99.08 – $102.92 $98.68 – $103.32 $96.87 – $105.13
3 sessions ±2.4% ±$2.41 $98.59 – $103.41 $98.12 – $103.88 $95.86 – $106.14
1 week ±3.0% ±$3.07 $97.93 – $104.07 $97.24 – $104.76 $94.47 – $107.53
2 weeks ±4.3% ±$4.30 $96.70 – $105.30 $95.68 – $106.32 $91.81 – $110.19
3 weeks ±5.2% ±$5.27 $95.73 – $106.27 $94.45 – $107.55 $89.87 – $112.13
1 month ±6.1% ±$6.19 $94.81 – $107.19 $93.27 – $108.73 $87.88 – $114.12
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
±6.37%
Average actual move
8.04%
Beyond the implied move
1 / 1
Median IV change
-20.88%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±6.37% -8.04% 1.26× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →