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Marriott International Class A Common MAR 424.87 8.49 2.04%

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 · $425.64
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$5.07 $420.58 – $430.71 $419.55 – $431.73 $414.74 – $436.54
2 sessions ±1.7% ±$7.07 $418.57 – $432.71 $417.09 – $434.20 $410.40 – $440.88
3 sessions ±2.1% ±$8.90 $416.74 – $434.54 $415.04 – $436.24 $406.70 – $444.58
1 week ±2.6% ±$11.28 $414.36 – $436.92 $411.81 – $439.47 $401.59 – $449.69
2 weeks ±3.6% ±$15.20 $410.45 – $440.84 $406.83 – $444.45 $393.21 – $458.07
3 weeks ±4.4% ±$18.69 $406.95 – $444.33 $402.40 – $448.88 $386.14 – $465.14
1 month ±5.1% ±$21.71 $403.93 – $447.35 $398.57 – $452.71 $379.63 – $471.65
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
±4.47%
Average actual move
4.08%
Beyond the implied move
3 / 7
Median IV change
-25.84%
Reaction session Implied Actual Used ATM IV before → after
November 02, 2026 ±4.40% +4.26% 0.97× 35.8% → 33.8%
August 03, 2026 ±4.92% -6.97% 1.42× —
May 06, 2026 ±4.70% +1.28% 0.27× 38.4% → 27.9%
February 10, 2026 ±4.65% +8.50% 1.83× —
August 05, 2025 ±4.05% +0.23% 0.06× 34.2% → 24.0%
May 06, 2025 ±4.65% +1.90% 0.41× 41.5% → 31.4%
February 11, 2025 ±3.96% -5.40% 1.37× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →