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Marex Group Limited Ordinary Shares MRX 71.68 -2.25 -3.04%

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 · $71.44
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.74 $69.70 – $73.18 $69.35 – $73.53 $67.71 – $75.17
2 sessions ±3.4% ±$2.42 $69.02 – $73.86 $68.51 – $74.37 $66.22 – $76.66
3 sessions ±4.3% ±$3.04 $68.40 – $74.48 $67.80 – $75.08 $64.95 – $77.93
1 week ±5.4% ±$3.87 $67.57 – $75.31 $66.70 – $76.18 $63.20 – $79.68
2 weeks ±7.6% ±$5.43 $66.01 – $76.87 $64.72 – $78.16 $59.85 – $83.03
3 weeks ±9.4% ±$6.73 $64.71 – $78.17 $63.07 – $79.81 $57.22 – $85.66
1 month ±11.2% ±$8.02 $63.42 – $79.46 $61.44 – $81.44 $54.45 – $88.43
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
±7.07%
Average actual move
3.36%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
August 13, 2025 ±8.48% +3.31% 0.39× —
May 15, 2025 ±5.67% -3.41% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →