Closed
⌘K
Sign in Sign up

Coterra Energy Inc CTRA 32.56 -3.07 -8.62%

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

No chain in the last ten days can size a move for CTRA.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.96%
Average actual move
4.49%
Beyond the implied move
4 / 6
Median IV change
-16.55%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±5.12% +1.63% 0.32× 47.0% → 31.8%
May 06, 2025 ±4.35% -9.26% 2.13× —
February 25, 2025 ±4.47% -2.14% 0.48× 38.5% → 31.2%
November 01, 2024 ±3.55% -5.06% 1.42× 39.4% → 33.8%
August 02, 2024 ±3.15% -5.08% 1.61× 31.9% → 31.9%
May 03, 2024 ±3.13% +3.79% 1.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →