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Melco Resorts & Entertainment Limited MLCO 4.51 -0.05 -1.1%

Previous-day view · Fri Nov 6 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

No chain in the last ten days can size a move for MLCO.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.64%
Average actual move
1.72%
Beyond the implied move
0 / 2
Median IV change
-9.82%
Reaction session Implied Actual Used ATM IV before → after
July 31, 2025 ±6.99% +0.82% 0.12× 57.5% → 52.7%
February 27, 2025 ±8.29% -2.62% 0.32× 74.7% → 66.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →