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Marsh MRSH 210.38 6.75 3.31%

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 · $210.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$2.29 $208.09 – $212.67 $207.62 – $213.14 $205.44 – $215.32
2 sessions ±1.5% ±$3.20 $207.18 – $213.58 $206.51 – $214.25 $203.48 – $217.28
3 sessions ±1.9% ±$4.04 $206.34 – $214.42 $205.56 – $215.20 $201.80 – $218.96
1 week ±2.4% ±$5.13 $205.25 – $215.51 $204.11 – $216.65 $199.46 – $221.30
2 weeks ±3.4% ±$7.19 $203.19 – $217.57 $201.48 – $219.28 $195.04 – $225.72
3 weeks ±4.2% ±$8.77 $201.61 – $219.15 $199.46 – $221.30 $191.82 – $228.94
1 month ±4.9% ±$10.29 $200.09 – $220.67 $197.55 – $223.21 $188.58 – $232.18
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
±3.24%
Average actual move
4.56%
Beyond the implied move
1 / 1
Median IV change
-28.87%
Reaction session Implied Actual Used ATM IV before → after
October 15, 2026 ±3.24% +4.56% 1.41× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →