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Corteva CTVA 12.26 0.38 3.2%

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 · $12.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.23 $12.01 – $12.47 $11.96 – $12.52 $11.75 – $12.73
2 sessions ±2.6% ±$0.32 $11.92 – $12.56 $11.85 – $12.63 $11.55 – $12.93
3 sessions ±3.3% ±$0.40 $11.84 – $12.64 $11.76 – $12.72 $11.38 – $13.10
1 week ±4.2% ±$0.51 $11.73 – $12.75 $11.61 – $12.87 $11.15 – $13.33
2 weeks Earnings ±9.5% ±$1.16 $11.08 – $13.40 $10.81 – $13.67 $9.80 – $14.68
3 weeks Earnings ±10.4% ±$1.27 $10.96 – $13.51 $10.66 – $13.82 $9.56 – $14.92
1 month Earnings ±11.4% ±$1.40 $10.84 – $13.64 $10.50 – $13.98 $9.30 – $15.18
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CTVA reports in 6 sessions; only the horizons marked Earnings include its jump. 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
±6.49%
Average actual move
3.68%
Beyond the implied move
1 / 4
Median IV change
-44.97%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±5.10% -2.54% 0.50× —
August 07, 2025 ±6.88% -0.17% 0.02× 53.7% → 26.9%
May 08, 2025 ±7.00% +7.01% 1.00× —
November 07, 2024 ±6.96% -5.02% 0.72× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →