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Occidental Petroleum Corporation OXY 56.38 0.02 0.04%

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 · $56.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.89 $55.49 – $57.27 $55.31 – $57.45 $54.47 – $58.29
2 sessions Earnings ±4.2% ±$2.36 $54.02 – $58.74 $53.44 – $59.32 $51.27 – $61.49
3 sessions Earnings ±4.7% ±$2.63 $53.75 – $59.01 $53.15 – $59.61 $50.74 – $62.02
1 week Earnings ±5.3% ±$2.98 $53.40 – $59.36 $52.68 – $60.08 $50.12 – $62.64
2 weeks Earnings ±6.5% ±$3.66 $52.72 – $60.04 $51.86 – $60.90 $48.67 – $64.09
3 weeks Earnings ±7.5% ±$4.21 $52.17 – $60.59 $51.18 – $61.58 $47.55 – $65.21
1 month Earnings ±8.4% ±$4.76 $51.62 – $61.14 $50.47 – $62.29 $46.37 – $66.39
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. OXY reports in 2 sessions; only the horizons marked Earnings include its jump. 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
±4.32%
Average actual move
4.33%
Beyond the implied move
2 / 6
Median IV change
-17.18%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±4.18% +4.14% 0.99× 40.6% → 36.8%
May 06, 2026 ±4.63% -7.11% 1.54× 47.5% → 38.1%
August 07, 2025 ±4.08% +2.47% 0.61× 38.4% → 32.4%
May 08, 2025 ±3.87% +6.23% 1.61× 43.0% → 40.4%
February 19, 2025 ±4.55% +4.40% 0.97× 35.6% → 28.4%
November 13, 2024 ±4.64% +1.65% 0.36× 35.1% → 28.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →