Options WhaleEarnings volatility research

JNJ · Expected-Move

Johnson & Johnson Common Stock (JNJ) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$261.44
Expected move
$9.38
Expected move %
3.6%
Lower boundary
$252.07
Upper boundary
$270.82
Median historical move
1.6%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-17Realized move 0.9141%Implied move 2.5868%Signed actual 0.9141% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
0.9141%2.5868%Signed actual 0.9141% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.6372%2.4158%Signed actual 1.6372% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.1275%2.8152%Signed actual 2.1275% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.6885%2.7515%Signed actual 3.6885% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.547%2.6454%Signed actual 1.547% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.9439%2.4266%Signed actual 1.9439% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.4794%2.6302%Signed actual 0.4794% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.1932%2.523%Signed actual 6.1932% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.0262%3.253%Signed actual 0.0262% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.0917%3.2583%Signed actual 0.0917% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.8993%3.4985%Signed actual 0.8993% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.6906%3.3484%Signed actual 2.6906% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 9, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.