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Altria Group MO 78.01 1.07 1.39%

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 · $78.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$0.77 $77.36 – $78.90 $77.22 – $79.04 $76.50 – $79.76
2 sessions ±1.4% ±$1.06 $77.07 – $79.19 $76.84 – $79.42 $75.84 – $80.42
3 sessions ±1.7% ±$1.34 $76.79 – $79.47 $76.54 – $79.72 $75.29 – $80.97
1 week ±2.2% ±$1.70 $76.43 – $79.83 $76.05 – $80.21 $74.51 – $81.75
2 weeks ±3.2% ±$2.49 $75.64 – $80.62 $75.05 – $81.21 $72.82 – $83.44
3 weeks ±4.0% ±$3.10 $75.03 – $81.23 $74.28 – $81.98 $71.58 – $84.68
1 month ±4.5% ±$3.48 $74.65 – $81.61 $73.78 – $82.48 $70.75 – $85.51
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
±3.70%
Average actual move
4.72%
Beyond the implied move
5 / 7
Median IV change
-25.43%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±3.60% +5.15% 1.43× —
July 30, 2026 ±3.96% -9.32% 2.35× —
April 30, 2026 ±3.52% +6.52% 1.85× 30.7% → 28.5%
January 29, 2026 ±3.79% -5.34% 1.41× —
July 30, 2025 ±3.15% +3.61% 1.14× 25.8% → 20.9%
April 29, 2025 ±3.94% +1.00% 0.25× 33.1% → 22.1%
January 30, 2025 ±3.90% -2.13% 0.55× 28.0% → 19.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →