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M&T Bank Corp MTB 217.75 -2.03 -0.92%

Previous-day view · Fri Nov 6 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 06, 2026 close · $218.43
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$2.66 $215.76 – $221.09 $215.24 – $221.62 $212.70 – $224.15
2 sessions ±1.7% ±$3.71 $214.71 – $222.14 $213.93 – $222.93 $210.43 – $226.42
3 sessions ±2.1% ±$4.67 $213.75 – $223.10 $212.86 – $224.00 $208.49 – $228.36
1 week ±2.7% ±$5.94 $212.49 – $224.37 $211.17 – $225.68 $205.80 – $231.05
2 weeks ±3.8% ±$8.32 $210.10 – $226.75 $208.14 – $228.71 $200.67 – $236.18
3 weeks ±4.5% ±$9.76 $208.66 – $228.19 $206.28 – $230.57 $197.79 – $239.07
1 month ±5.2% ±$11.25 $207.18 – $229.68 $204.38 – $232.47 $194.55 – $242.30
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
±4.84%
Average actual move
1.89%
Beyond the implied move
0 / 5
Median IV change
-21.72%
Reaction session Implied Actual Used ATM IV before → after
July 15, 2026 ±4.13% +2.76% 0.67× —
April 15, 2026 ±4.33% -1.55% 0.36× —
July 16, 2025 ±4.30% -2.41% 0.56× 28.0% → 21.8%
April 14, 2025 ±7.12% +0.35% 0.05× 46.5% → 36.5%
January 16, 2025 ±4.31% -2.37% 0.55× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →