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Commercial Metals Company CMC 62.28 0.06 0.1%

Previous-day view · Fri Nov 6 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 06, 2026 close · $62.28
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.12 $61.16 – $63.40 $60.93 – $63.63 $59.88 – $64.68
2 sessions ±2.5% ±$1.56 $60.72 – $63.84 $60.39 – $64.17 $58.92 – $65.64
3 sessions ±3.1% ±$1.96 $60.32 – $64.24 $59.94 – $64.62 $58.11 – $66.45
1 week ±4.0% ±$2.49 $59.79 – $64.77 $59.23 – $65.33 $56.97 – $67.59
2 weeks ±5.6% ±$3.49 $58.79 – $65.77 $57.96 – $66.60 $54.83 – $69.73
3 weeks ±6.8% ±$4.24 $58.04 – $66.52 $57.00 – $67.56 $53.32 – $71.24
1 month ±8.0% ±$4.99 $57.29 – $67.27 $56.05 – $68.51 $51.69 – $72.87
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
±5.89%
Average actual move
1.43%
Beyond the implied move
0 / 3
Median IV change
-16.04%
Reaction session Implied Actual Used ATM IV before → after
October 15, 2026 ±5.21% +0.12% 0.02× —
March 20, 2025 ±5.66% +1.07% 0.19× 42.8% → 37.0%
January 06, 2025 ±6.80% +3.11% 0.46× 42.0% → 30.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →