McCormick & Company MKC 50.06 -0.42 -0.83%
Expected move
November 05, 2026 close · $50.06| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.8% ±$0.88 | $49.18 – $50.94 | $49.01 – $51.11 | $48.18 – $51.94 |
| 2 sessions | ±2.4% ±$1.22 | $48.84 – $51.28 | $48.58 – $51.54 | $47.43 – $52.69 |
| 3 sessions | ±3.1% ±$1.53 | $48.53 – $51.59 | $48.23 – $51.89 | $46.79 – $53.33 |
| 1 week | ±3.9% ±$1.95 | $48.11 – $52.01 | $47.68 – $52.44 | $45.91 – $54.21 |
| 2 weeks | ±5.5% ±$2.74 | $47.32 – $52.80 | $46.68 – $53.44 | $44.22 – $55.90 |
| 3 weeks | ±6.6% ±$3.30 | $46.76 – $53.36 | $45.95 – $54.17 | $43.08 – $57.04 |
| 1 month | ±7.7% ±$3.85 | $46.21 – $53.91 | $45.25 – $54.87 | $41.89 – $58.23 |
Earnings: priced against what happened
Average implied move
±6.55%
Average actual move
3.91%
Beyond the implied move
0 / 1
Median IV change
-26.60%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 07, 2025 | ±6.55% | -3.91% | 0.60× | 43.8% → 27.3% |