NTR Moves

Nutrien Ltd NTR 71.48 -0.73 -1.01%

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Expected move

November 06, 2026 close · $71.48

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$1.11	$70.37 – $72.59	$70.15 – $72.81	$69.10 – $73.86
2 sessions	±2.2% ±$1.54	$69.94 – $73.02	$69.61 – $73.35	$68.16 – $74.80
3 sessions	±2.7% ±$1.94	$69.54 – $73.42	$69.16 – $73.80	$67.35 – $75.61
1 week	±3.5% ±$2.47	$69.01 – $73.95	$68.46 – $74.50	$66.23 – $76.73
2 weeks	±4.6% ±$3.32	$68.16 – $74.80	$67.38 – $75.58	$64.40 – $78.56
3 weeks	±5.8% ±$4.17	$67.31 – $75.65	$66.30 – $76.66	$62.67 – $80.29
1 month	±6.8% ±$4.84	$66.64 – $76.32	$65.44 – $77.52	$61.22 – $81.74

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

±4.50%

Average actual move

3.03%

Beyond the implied move

1 / 6

Median IV change

-24.14%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±4.75%	+0.19%	0.04×	42.1% → 35.5%
May 07, 2026	±4.44%	-7.36%	1.66×	—
February 19, 2026	±4.70%	+2.13%	0.45×	—
August 07, 2025	±4.18%	-3.87%	0.92×	34.3% → 26.0%
May 08, 2025	±4.15%	-3.30%	0.80×	33.8% → 25.8%
February 20, 2025	±4.77%	+1.33%	0.28×	36.2% → 27.4%

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