Closed
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Par Pacific Holdings PARR 73.1 1.07 1.49%

Previous-day view · Fri Nov 13 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 13, 2026 close · $73.10
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.72 $71.38 – $74.82 $71.04 – $75.16 $69.41 – $76.79
2 sessions ±3.3% ±$2.39 $70.71 – $75.49 $70.20 – $76.00 $67.94 – $78.26
3 sessions ±4.1% ±$3.01 $70.09 – $76.11 $69.50 – $76.70 $66.69 – $79.51
1 week ±5.2% ±$3.83 $69.27 – $76.93 $68.42 – $77.78 $64.94 – $81.26
2 weeks ±7.3% ±$5.37 $67.73 – $78.47 $66.46 – $79.74 $61.64 – $84.56
3 weeks ±9.1% ±$6.65 $66.45 – $79.75 $64.83 – $81.37 $59.04 – $87.16
1 month ±10.8% ±$7.92 $65.18 – $81.02 $63.21 – $82.99 $56.30 – $89.90
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
±10.88%
Average actual move
10.58%
Beyond the implied move
1 / 3
Median IV change
-7.78%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±10.40% -9.99% 0.96× —
August 06, 2025 ±9.84% -11.12% 1.13× —
May 07, 2025 ±12.38% +10.64% 0.86× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →