MELI Moves

Mercado Libre MELI 1510.0 -20.28 -1.33% Regime: Trend Down (84%)

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Expected move

November 06, 2026 close · $1511.87

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$29.17	$1482.69 – $1541.04	$1476.79 – $1546.94	$1449.12 – $1574.61
2 sessions	±2.7% ±$40.66	$1471.20 – $1552.53	$1462.58 – $1561.15	$1424.18 – $1599.55
3 sessions	±3.4% ±$51.11	$1460.76 – $1562.97	$1450.79 – $1572.94	$1402.86 – $1620.87
1 week	±4.3% ±$65.02	$1446.85 – $1576.88	$1432.34 – $1591.39	$1373.38 – $1650.35
2 weeks	±5.7% ±$85.72	$1426.14 – $1597.59	$1405.88 – $1617.85	$1328.93 – $1694.80
3 weeks	±7.0% ±$105.98	$1405.88 – $1617.85	$1380.03 – $1643.70	$1287.81 – $1735.92
1 month	±8.4% ±$126.99	$1384.87 – $1638.86	$1353.27 – $1670.46	$1242.45 – $1781.28

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

±7.51%

Average actual move

7.28%

Beyond the implied move

2 / 6

Median IV change

-40.79%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±7.07%	-12.05%	1.70×	—
August 06, 2026	±7.04%	-4.81%	0.68×	—
May 08, 2026	±7.28%	-12.70%	1.74×	—
August 05, 2025	±8.17%	+0.51%	0.06×	64.1% → 36.0%
May 08, 2025	±7.46%	+6.54%	0.88×	56.0% → 38.1%
February 21, 2025	±8.04%	+7.09%	0.88×	57.8% → 34.2%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →