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Medtronic plc MDT 104.96 6.08 6.15%

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 · $105.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.32 $103.93 – $106.57 $103.67 – $106.83 $102.44 – $108.06
2 sessions ±1.7% ±$1.82 $103.43 – $107.07 $103.04 – $107.46 $101.31 – $109.19
3 sessions ±2.2% ±$2.29 $102.96 – $107.54 $102.51 – $107.99 $100.36 – $110.14
1 week ±2.8% ±$2.92 $102.33 – $108.17 $101.68 – $108.82 $99.03 – $111.47
2 weeks Earnings ±4.6% ±$4.80 $100.45 – $110.05 $99.32 – $111.18 $95.12 – $115.38
3 weeks Earnings ±5.4% ±$5.70 $99.55 – $110.95 $98.19 – $112.31 $93.26 – $117.24
1 month Earnings ±6.3% ±$6.60 $98.65 – $111.85 $97.06 – $113.44 $91.38 – $119.12
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MDT reports in 9 sessions; only the horizons marked Earnings include its jump. 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
±4.60%
Average actual move
3.81%
Beyond the implied move
2 / 6
Median IV change
-42.03%
Reaction session Implied Actual Used ATM IV before → after
September 01, 2026 ±5.13% +1.53% 0.30× —
June 03, 2026 ±5.25% +5.69% 1.09× —
August 19, 2025 ±5.42% -3.14% 0.58× 41.8% → 20.6%
May 21, 2025 ±4.24% -2.27% 0.54× 30.3% → 20.2%
February 18, 2025 ±3.68% -7.26% 1.97× —
November 19, 2024 ±3.86% -2.96% 0.77× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →