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Morningstar MORN 244.25 7.54 3.19%

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 · $244.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$4.30 $239.95 – $248.55 $239.10 – $249.40 $235.04 – $253.46
2 sessions ±2.5% ±$5.98 $238.27 – $250.23 $237.00 – $251.50 $231.35 – $257.15
3 sessions ±3.1% ±$7.52 $236.73 – $251.77 $235.26 – $253.24 $228.23 – $260.27
1 week ±3.9% ±$9.57 $234.68 – $253.82 $232.55 – $255.95 $223.88 – $264.62
2 weeks ±5.5% ±$13.41 $230.84 – $257.66 $227.64 – $260.86 $215.62 – $272.88
3 weeks ±6.8% ±$16.63 $227.62 – $260.88 $223.59 – $264.91 $209.13 – $279.37
1 month ±8.1% ±$19.81 $224.44 – $264.06 $219.53 – $268.97 $202.26 – $286.24
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
±8.96%
Average actual move
3.91%
Beyond the implied move
0 / 1
Median IV change
-20.14%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2026 ±8.96% +3.91% 0.44× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →