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Oceaneering International Inc OII 36.39 -1.78 -4.66%

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 · $36.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.87 $35.52 – $37.26 $35.34 – $37.44 $34.52 – $38.26
2 sessions ±3.3% ±$1.21 $35.18 – $37.60 $34.92 – $37.86 $33.78 – $39.00
3 sessions ±4.2% ±$1.52 $34.87 – $37.91 $34.57 – $38.21 $33.14 – $39.64
1 week ±5.3% ±$1.94 $34.45 – $38.33 $34.02 – $38.76 $32.26 – $40.52
2 weeks ±7.5% ±$2.72 $33.67 – $39.11 $33.02 – $39.76 $30.58 – $42.20
3 weeks ±9.0% ±$3.26 $33.13 – $39.65 $32.33 – $40.45 $29.49 – $43.29
1 month ±10.3% ±$3.74 $32.65 – $40.13 $31.72 – $41.06 $28.46 – $44.32
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
±7.15%
Average actual move
4.09%
Beyond the implied move
0 / 1
Median IV change
-11.91%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±7.15% -4.09% 0.57× 46.9% → 41.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →