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IAMGold Corporation IAG 18.76 1.26 7.2%

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 · $18.61
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.48 $18.14 – $19.09 $18.04 – $19.19 $17.59 – $19.64
2 sessions ±3.6% ±$0.67 $17.95 – $19.28 $17.81 – $19.42 $17.18 – $20.05
3 sessions ±4.5% ±$0.84 $17.78 – $19.45 $17.62 – $19.61 $16.84 – $20.39
1 week ±5.7% ±$1.07 $17.55 – $19.68 $17.32 – $19.91 $16.35 – $20.88
2 weeks ±8.0% ±$1.50 $17.12 – $20.11 $16.77 – $20.46 $15.43 – $21.80
3 weeks ±10.0% ±$1.87 $16.75 – $20.48 $16.30 – $20.93 $14.68 – $22.55
1 month ±12.0% ±$2.23 $16.39 – $20.84 $15.83 – $21.40 $13.89 – $23.34
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
±9.42%
Average actual move
9.45%
Beyond the implied move
2 / 3
Median IV change
-9.70%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.81% +13.43% 1.37× —
May 07, 2025 ±10.53% -5.57% 0.53× 75.7% → 59.9%
February 21, 2025 ±7.92% -9.35% 1.18× 61.9% → 55.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →