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MGM RESORTS INTERNATIONAL MGM 32.82 1.8 5.8%

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 · $32.78
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.57 $32.21 – $33.35 $32.09 – $33.47 $31.55 – $34.01
2 sessions ±2.4% ±$0.80 $31.98 – $33.58 $31.82 – $33.74 $31.06 – $34.50
3 sessions ±3.1% ±$1.00 $31.78 – $33.78 $31.58 – $33.98 $30.65 – $34.91
1 week ±3.9% ±$1.28 $31.50 – $34.06 $31.22 – $34.34 $30.07 – $35.49
2 weeks ±5.5% ±$1.79 $30.99 – $34.57 $30.57 – $34.99 $28.97 – $36.59
3 weeks ±6.7% ±$2.20 $30.58 – $34.98 $30.04 – $35.52 $28.13 – $37.43
1 month ±8.0% ±$2.61 $30.17 – $35.39 $29.53 – $36.03 $27.26 – $38.30
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
±6.95%
Average actual move
4.87%
Beyond the implied move
1 / 5
Median IV change
-34.01%
Reaction session Implied Actual Used ATM IV before → after
July 30, 2026 ±6.22% -0.37% 0.06× —
April 30, 2026 ±6.37% -0.84% 0.13× —
July 31, 2025 ±6.69% -3.78% 0.56× 48.7% → 33.7%
May 01, 2025 ±7.91% -1.91% 0.24× 64.0% → 40.2%
February 13, 2025 ±7.54% +17.46% 2.32× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →