MP Moves

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MP Materials Corp MP 37.45 0.72 1.96%

Previous-day view · Thu Nov 12 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 12, 2026 close · $37.45

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.1% ±$1.16	$36.29 – $38.61	$36.05 – $38.85	$34.96 – $39.94
2 sessions	±4.3% ±$1.62	$35.83 – $39.07	$35.49 – $39.41	$33.96 – $40.94
3 sessions	±5.4% ±$2.04	$35.41 – $39.49	$35.02 – $39.88	$33.11 – $41.79
1 week	±6.9% ±$2.59	$34.86 – $40.04	$34.29 – $40.61	$31.94 – $42.96
2 weeks	±9.3% ±$3.49	$33.96 – $40.94	$33.12 – $41.78	$29.99 – $44.91
3 weeks	±11.3% ±$4.24	$33.21 – $41.69	$32.17 – $42.73	$28.48 – $46.42
1 month	±13.8% ±$5.17	$32.28 – $42.62	$30.99 – $43.91	$26.48 – $48.42

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

±7.08%

Average actual move

5.40%

Beyond the implied move

1 / 6

Median IV change

-11.74%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 06, 2026	±7.77%	+4.95%	0.64×	91.8% → 69.3%
August 07, 2026	±6.62%	+7.62%	1.15×	—
May 08, 2026	±6.32%	-2.46%	0.39×	81.4% → 71.9%
August 08, 2025	±6.72%	+4.57%	0.68×	82.3% → 73.3%
May 09, 2025	±8.18%	-7.97%	0.97×	82.0% → 67.8%
February 21, 2025	±6.90%	+4.83%	0.70×	63.5% → 57.7%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →