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California Resources Corporation CRC 47.45 0.33 0.7%

Previous-day view · Wed Nov 11 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 11, 2026 close · $47.28
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.84 $46.44 – $48.12 $46.28 – $48.29 $45.48 – $49.08
2 sessions ±2.5% ±$1.17 $46.12 – $48.45 $45.87 – $48.70 $44.77 – $49.80
3 sessions ±3.1% ±$1.47 $45.81 – $48.75 $45.53 – $49.04 $44.15 – $50.41
1 week ±4.0% ±$1.87 $45.42 – $49.15 $45.00 – $49.57 $43.30 – $51.26
2 weeks ±5.5% ±$2.62 $44.66 – $49.90 $44.04 – $50.53 $41.69 – $52.88
3 weeks ±6.9% ±$3.25 $44.03 – $50.53 $43.25 – $51.32 $40.42 – $54.14
1 month ±8.2% ±$3.87 $43.42 – $51.15 $42.46 – $52.11 $39.08 – $55.48
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
±7.46%
Average actual move
7.59%
Beyond the implied move
2 / 3
Median IV change
-21.75%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±7.52% -12.36% 1.64× —
August 06, 2025 ±6.69% +2.07% 0.31× 50.2% → 39.3%
May 07, 2025 ±8.17% +8.34% 1.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →