MGA Moves

Magna International MGA 61.86 -0.95 -1.51%

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Expected move

November 06, 2026 close · $62.15

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$1.01	$61.14 – $63.16	$60.94 – $63.36	$59.98 – $64.32
2 sessions	±2.3% ±$1.40	$60.75 – $63.55	$60.45 – $63.85	$59.12 – $65.18
3 sessions	±2.9% ±$1.77	$60.38 – $63.92	$60.04 – $64.26	$58.38 – $65.92
1 week	±3.6% ±$2.25	$59.90 – $64.40	$59.40 – $64.90	$57.35 – $66.95
2 weeks	±5.1% ±$3.16	$58.99 – $65.31	$58.24 – $66.06	$55.41 – $68.89
3 weeks	±6.0% ±$3.73	$58.42 – $65.88	$57.51 – $66.79	$54.26 – $70.04
1 month	±7.0% ±$4.32	$57.83 – $66.47	$56.76 – $67.54	$53.00 – $71.30

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

±6.93%

Average actual move

4.59%

Beyond the implied move

0 / 1

Median IV change

-25.31%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 14, 2025	±6.93%	-4.59%	0.66×	58.2% → 34.5%

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