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Chevron Corporation CVX 216.96 -8.31 -3.69%

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 · $216.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$3.25 $213.55 – $220.05 $212.90 – $220.70 $209.84 – $223.76
2 sessions ±2.1% ±$4.51 $212.29 – $221.31 $211.34 – $222.26 $207.07 – $226.53
3 sessions ±2.5% ±$5.53 $211.27 – $222.33 $210.21 – $223.39 $205.05 – $228.55
1 week ±3.2% ±$6.85 $209.95 – $223.65 $208.41 – $225.19 $202.19 – $231.41
2 weeks ±4.5% ±$9.65 $207.15 – $226.45 $204.85 – $228.75 $196.20 – $237.40
3 weeks ±5.4% ±$11.69 $205.11 – $228.49 $202.25 – $231.35 $192.08 – $241.52
1 month ±6.3% ±$13.59 $203.21 – $230.39 $199.82 – $233.78 $187.99 – $245.61
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
±2.58%
Average actual move
2.17%
Beyond the implied move
2 / 7
Median IV change
-8.71%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±2.46% +1.75% 0.71× —
July 31, 2026 ±2.42% +2.35% 0.97× —
May 01, 2026 ±2.75% -1.39% 0.50× 34.6% → 28.4%
January 30, 2026 ±2.62% +3.34% 1.27× —
August 01, 2025 ±2.32% -0.16% 0.07× 25.9% → 22.8%
May 02, 2025 ±2.86% +1.64% 0.57× 35.1% → 33.2%
January 31, 2025 ±2.64% -4.56% 1.73× 26.9% → 26.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →