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YPF Sociedad Anonima American Depositary YPF 37.9 0.7 1.88%

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 · $37.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.78 $37.09 – $38.65 $36.94 – $38.80 $36.20 – $39.54
2 sessions ±2.9% ±$1.08 $36.79 – $38.95 $36.56 – $39.18 $35.54 – $40.20
3 sessions ±3.6% ±$1.36 $36.51 – $39.23 $36.25 – $39.49 $34.97 – $40.77
1 week ±4.6% ±$1.73 $36.14 – $39.60 $35.75 – $39.99 $34.19 – $41.55
2 weeks ±6.4% ±$2.43 $35.44 – $40.30 $34.87 – $40.87 $32.69 – $43.05
3 weeks ±7.9% ±$3.01 $34.86 – $40.88 $34.13 – $41.61 $31.52 – $44.22
1 month ±9.5% ±$3.58 $34.29 – $41.45 $33.40 – $42.34 $30.28 – $45.46
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
±5.21%
Average actual move
3.23%
Beyond the implied move
0 / 3
Median IV change
-9.31%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±6.23% -3.51% 0.56× —
August 08, 2025 ±5.45% -4.14% 0.76× 45.6% → 40.7%
November 11, 2024 ±3.93% +2.05% 0.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →