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Main Street Capital Corporation MAIN 57.13 0.12 0.21%

Previous-day view · Mon Nov 9 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 09, 2026 close · $56.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.89 $55.61 – $57.39 $55.43 – $57.57 $54.58 – $58.42
2 sessions ±2.2% ±$1.24 $55.26 – $57.74 $54.99 – $58.01 $53.82 – $59.18
3 sessions ±2.8% ±$1.57 $54.93 – $58.07 $54.64 – $58.36 $53.17 – $59.83
1 week ±3.5% ±$1.99 $54.51 – $58.49 $54.06 – $58.94 $52.26 – $60.74
2 weeks ±4.8% ±$2.72 $53.78 – $59.22 $53.14 – $59.86 $50.70 – $62.30
3 weeks ±5.5% ±$3.08 $53.42 – $59.58 $52.67 – $60.33 $50.00 – $63.00
1 month ±6.1% ±$3.45 $53.05 – $59.95 $52.19 – $60.81 $49.18 – $63.82
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
±5.30%
Average actual move
1.73%
Beyond the implied move
0 / 2
Median IV change
-14.62%
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±3.62% +3.31% 0.91× 25.5% → 20.2%
May 09, 2025 ±6.98% -0.15% 0.02× 53.0% → 36.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →