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Southern Copper Corporation SCCO 167.27 1.89 1.14%

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 · $166.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$4.01 $162.89 – $170.91 $162.09 – $171.71 $158.30 – $175.50
2 sessions ±3.3% ±$5.57 $161.33 – $172.47 $160.14 – $173.66 $154.87 – $178.93
3 sessions ±4.2% ±$7.03 $159.87 – $173.93 $158.52 – $175.28 $151.95 – $181.85
1 week ±5.3% ±$8.93 $157.97 – $175.83 $155.98 – $177.82 $147.89 – $185.91
2 weeks ±7.5% ±$12.55 $154.35 – $179.45 $151.38 – $182.42 $140.13 – $193.67
3 weeks ±9.3% ±$15.52 $151.38 – $182.42 $147.59 – $186.21 $134.09 – $199.71
1 month ±10.9% ±$18.23 $148.67 – $185.13 $144.15 – $189.65 $128.26 – $205.54
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
±4.86%
Average actual move
2.23%
Beyond the implied move
0 / 2
Median IV change
-0.51%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±4.08% -2.11% 0.52× 53.8% → 53.5%
February 12, 2025 ±5.65% +2.36% 0.42× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →