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CME Group Inc CME 308.27 4.21 1.38%

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 · $307.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$3.57 $303.79 – $310.92 $303.08 – $311.62 $299.73 – $314.97
2 sessions ±1.6% ±$4.95 $302.40 – $312.30 $301.36 – $313.34 $296.69 – $318.02
3 sessions ±2.0% ±$6.21 $301.14 – $313.56 $299.94 – $314.76 $294.17 – $320.54
1 week ±2.6% ±$7.87 $299.48 – $315.22 $297.73 – $316.97 $290.60 – $324.10
2 weeks ±3.6% ±$11.10 $296.26 – $318.45 $293.61 – $321.09 $283.68 – $331.02
3 weeks ±4.3% ±$13.28 $294.07 – $320.63 $290.85 – $323.86 $279.26 – $335.44
1 month ±5.1% ±$15.80 $291.55 – $323.15 $287.62 – $327.08 $273.82 – $340.88
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
±3.47%
Average actual move
2.17%
Beyond the implied move
1 / 4
Median IV change
-12.77%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±3.22% +0.16% 0.05× 29.1% → 25.4%
July 22, 2026 ±4.21% +5.00% 1.19× —
February 04, 2026 ±3.33% +0.53% 0.16× —
February 12, 2025 ±3.12% +2.99% 0.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →