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Calumet CLMT 36.06 -3.58 -9.03%

Previous-day view · Mon Nov 9 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 09, 2026 close · $36.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$1.09 $34.97 – $37.15 $34.75 – $37.37 $33.72 – $38.40
2 sessions ±4.2% ±$1.51 $34.55 – $37.57 $34.22 – $37.90 $32.79 – $39.33
3 sessions ±5.3% ±$1.91 $34.15 – $37.97 $33.78 – $38.34 $32.00 – $40.12
1 week ±6.7% ±$2.42 $33.64 – $38.48 $33.10 – $39.02 $30.90 – $41.22
2 weeks ±9.4% ±$3.38 $32.68 – $39.44 $31.88 – $40.24 $28.86 – $43.26
3 weeks ±11.3% ±$4.09 $31.97 – $40.15 $30.98 – $41.14 $27.42 – $44.70
1 month ±13.3% ±$4.81 $31.25 – $40.87 $30.06 – $42.06 $25.87 – $46.25
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
±9.82%
Average actual move
5.09%
Beyond the implied move
0 / 3
Median IV change
-17.35%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±9.39% -7.31% 0.78× —
August 08, 2025 ±10.73% -3.62% 0.34× —
February 28, 2025 ±9.35% -4.34% 0.46× 97.7% → 79.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →