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Crescent Energy Company CRGY 11.22 0.08 0.72%

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 · $11.21
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.23 $10.97 – $11.44 $10.92 – $11.49 $10.69 – $11.72
2 sessions ±3.0% ±$0.33 $10.87 – $11.54 $10.80 – $11.61 $10.49 – $11.92
3 sessions ±3.8% ±$0.43 $10.78 – $11.63 $10.70 – $11.71 $10.31 – $12.10
1 week ±4.8% ±$0.54 $10.67 – $11.74 $10.55 – $11.86 $10.07 – $12.34
2 weeks ±6.7% ±$0.74 $10.46 – $11.95 $10.28 – $12.13 $9.61 – $12.80
3 weeks ±8.3% ±$0.93 $10.28 – $12.13 $10.05 – $12.36 $9.24 – $13.17
1 month ±9.9% ±$1.11 $10.10 – $12.31 $9.83 – $12.58 $8.86 – $13.55
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
±6.19%
Average actual move
3.35%
Beyond the implied move
0 / 1
Median IV change
-2.61%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2024 ±6.19% +3.35% 0.54× 44.6% → 43.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →