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Comstock Resources CRK 13.41 0.09 0.68%

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 · $13.41
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.33 $13.08 – $13.74 $13.02 – $13.80 $12.71 – $14.11
2 sessions ±3.4% ±$0.46 $12.95 – $13.87 $12.86 – $13.96 $12.43 – $14.39
3 sessions ±4.3% ±$0.57 $12.84 – $13.98 $12.72 – $14.10 $12.19 – $14.63
1 week ±5.4% ±$0.73 $12.68 – $14.14 $12.52 – $14.30 $11.86 – $14.96
2 weeks ±7.6% ±$1.02 $12.39 – $14.43 $12.14 – $14.68 $11.23 – $15.59
3 weeks ±9.3% ±$1.24 $12.17 – $14.65 $11.87 – $14.95 $10.79 – $16.03
1 month ±10.9% ±$1.46 $11.95 – $14.87 $11.59 – $15.23 $10.32 – $16.50
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
±8.94%
Average actual move
9.82%
Beyond the implied move
2 / 3
Median IV change
-9.94%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.67% -13.50% 1.40× —
February 12, 2026 ±10.28% -6.07% 0.59× —
February 19, 2025 ±6.86% +9.87% 1.44× 62.1% → 56.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →