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PETROLEO BRASILEIRO S PBR 17.82 -0.46 -2.52%

Previous-day view · Wed Nov 11 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 11, 2026 close · $17.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.31 $17.51 – $18.13 $17.45 – $18.19 $17.16 – $18.48
2 sessions ±2.4% ±$0.43 $17.39 – $18.25 $17.31 – $18.33 $16.90 – $18.74
3 sessions ±3.0% ±$0.53 $17.29 – $18.35 $17.18 – $18.46 $16.68 – $18.96
1 week ±3.8% ±$0.68 $17.14 – $18.50 $16.99 – $18.65 $16.37 – $19.27
2 weeks ±5.4% ±$0.96 $16.86 – $18.78 $16.64 – $19.00 $15.78 – $19.86
3 weeks ±6.7% ±$1.19 $16.63 – $19.01 $16.34 – $19.30 $15.31 – $20.33
1 month ±7.7% ±$1.38 $16.44 – $19.20 $16.10 – $19.54 $14.90 – $20.74
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
±4.39%
Average actual move
0.99%
Beyond the implied move
0 / 1
Median IV change
-20.50%
Reaction session Implied Actual Used ATM IV before → after
May 13, 2025 ±4.39% +0.99% 0.23× 35.8% → 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 →