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Warrior Met Coal HCC 84.15 3.35 4.15%

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 · $84.15
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$2.02 $82.13 – $86.17 $81.73 – $86.57 $79.82 – $88.48
2 sessions ±3.3% ±$2.80 $81.35 – $86.95 $80.75 – $87.55 $78.10 – $90.20
3 sessions ±4.2% ±$3.53 $80.62 – $87.68 $79.93 – $88.37 $76.64 – $91.66
1 week ±5.3% ±$4.49 $79.66 – $88.64 $78.66 – $89.64 $74.59 – $93.71
2 weeks ±7.5% ±$6.29 $77.86 – $90.44 $76.36 – $91.94 $70.71 – $97.59
3 weeks ±9.0% ±$7.57 $76.58 – $91.72 $74.73 – $93.57 $68.14 – $100.16
1 month ±10.5% ±$8.86 $75.29 – $93.01 $73.08 – $95.22 $65.36 – $102.94
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
±7.84%
Average actual move
8.59%
Beyond the implied move
1 / 2
Median IV change
-11.56%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±8.84% +8.81% 1.00× 70.4% → 62.3%
February 14, 2025 ±6.84% -8.37% 1.22× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →