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Magnite MGNI 29.34 0.13 0.45%

Previous-day view · Thu Nov 12 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 12, 2026 close · $29.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$0.65 $28.69 – $29.99 $28.56 – $30.12 $27.94 – $30.74
2 sessions ±3.1% ±$0.91 $28.43 – $30.25 $28.24 – $30.44 $27.38 – $31.30
3 sessions ±3.9% ±$1.14 $28.20 – $30.48 $27.98 – $30.70 $26.90 – $31.78
1 week ±5.0% ±$1.45 $27.89 – $30.79 $27.56 – $31.12 $26.24 – $32.44
2 weeks ±7.0% ±$2.04 $27.30 – $31.38 $26.82 – $31.86 $24.99 – $33.69
3 weeks ±8.6% ±$2.53 $26.81 – $31.87 $26.20 – $32.48 $24.00 – $34.68
1 month ±10.3% ±$3.01 $26.33 – $32.35 $25.58 – $33.10 $22.96 – $35.72
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
±14.54%
Average actual move
11.52%
Beyond the implied move
1 / 2
Median IV change
-45.79%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±14.79% -3.25% 0.22× —
May 08, 2025 ±14.28% +19.79% 1.39× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →