UMAC Moves

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Unusual Machines UMAC 11.28 -0.55 -4.65%

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 · $11.26

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.8% ±$0.54	$10.72 – $11.80	$10.61 – $11.91	$10.09 – $12.43
2 sessions	±6.7% ±$0.76	$10.50 – $12.02	$10.34 – $12.18	$9.63 – $12.89
3 sessions	±8.5% ±$0.95	$10.31 – $12.21	$10.12 – $12.40	$9.23 – $13.29
1 week	±10.8% ±$1.21	$10.05 – $12.47	$9.78 – $12.74	$8.68 – $13.84
2 weeks	±14.7% ±$1.66	$9.60 – $12.92	$9.21 – $13.31	$7.73 – $14.79
3 weeks	±18.6% ±$2.10	$9.16 – $13.36	$8.65 – $13.87	$6.82 – $15.70
1 month	±22.0% ±$2.47	$8.79 – $13.73	$8.17 – $14.35	$6.01 – $16.51

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

±13.15%

Average actual move

3.02%

Beyond the implied move

0 / 2

Median IV change

-18.55%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2026	±15.64%	-5.83%	0.37×	—
August 15, 2025	±10.65%	+0.20%	0.02×	118.6% → 96.6%

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