SU Moves

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Suncor Energy SU 69.92 0.63 0.91%

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 · $69.64

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$0.99	$68.65 – $70.63	$68.46 – $70.83	$67.53 – $71.76
2 sessions	±2.0% ±$1.38	$68.27 – $71.02	$67.98 – $71.31	$66.68 – $72.60
3 sessions	±2.5% ±$1.73	$67.92 – $71.37	$67.58 – $71.71	$65.96 – $73.33
1 week	±3.2% ±$2.20	$67.44 – $71.84	$66.96 – $72.33	$64.96 – $74.32
2 weeks	±4.5% ±$3.15	$66.50 – $72.79	$65.75 – $73.54	$62.93 – $76.36
3 weeks	±5.7% ±$3.97	$65.67 – $73.61	$64.71 – $74.58	$61.25 – $78.04
1 month	±6.7% ±$4.65	$65.00 – $74.29	$63.84 – $75.45	$59.79 – $79.50

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

±3.86%

Average actual move

2.76%

Beyond the implied move

2 / 7

Median IV change

-16.41%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 04, 2026	±4.14%	-4.52%	1.09×	38.6% → 35.4%
August 05, 2026	±4.23%	-2.53%	0.60×	38.5% → 32.2%
May 06, 2026	±4.16%	-7.65%	1.84×	—
February 04, 2026	±3.51%	-0.60%	0.17×	—
August 06, 2025	±3.57%	-0.05%	0.01×	28.8% → 23.7%
May 07, 2025	±3.70%	-3.30%	0.89×	35.8% → 30.5%
February 06, 2025	±3.70%	-0.65%	0.17×	30.6% → 23.7%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →