Closed
⌘K
Sign in Sign up

3M Company MMM 185.15 -2.62 -1.4%

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

November 06, 2026 close · $185.15
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$2.57 $182.58 – $187.72 $182.08 – $188.22 $179.65 – $190.65
2 sessions ±1.9% ±$3.57 $181.58 – $188.72 $180.82 – $189.48 $177.45 – $192.85
3 sessions ±2.4% ±$4.50 $180.65 – $189.65 $179.78 – $190.52 $175.58 – $194.72
1 week ±3.1% ±$5.72 $179.43 – $190.87 $178.17 – $192.13 $172.99 – $197.31
2 weeks ±4.2% ±$7.72 $177.43 – $192.87 $175.60 – $194.70 $168.67 – $201.63
3 weeks ±4.8% ±$8.83 $176.32 – $193.98 $174.17 – $196.13 $166.49 – $203.81
1 month ±5.6% ±$10.39 $174.76 – $195.54 $172.17 – $198.13 $163.12 – $207.18
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
±5.93%
Average actual move
5.81%
Beyond the implied move
2 / 5
Median IV change
-32.19%
Reaction session Implied Actual Used ATM IV before → after
October 20, 2026 ±5.83% +5.78% 0.99× —
July 21, 2026 ±5.73% +7.32% 1.28× —
July 18, 2025 ±4.65% -3.65% 0.79× 37.8% → 24.9%
April 22, 2025 ±7.42% +8.12% 1.10× 62.2% → 43.5%
January 21, 2025 ±6.01% +4.16% 0.69× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →