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The Chemours Company CC 12.75 -1.04 -7.54%

Previous-day view · Thu Nov 5 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 05, 2026 close · $12.75
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.34 $12.41 – $13.09 $12.34 – $13.16 $12.02 – $13.48
2 sessions ±3.7% ±$0.47 $12.28 – $13.22 $12.18 – $13.32 $11.73 – $13.77
3 sessions ±4.7% ±$0.59 $12.15 – $13.34 $12.04 – $13.46 $11.48 – $14.02
1 week ±5.9% ±$0.76 $11.99 – $13.51 $11.82 – $13.68 $11.13 – $14.36
2 weeks ±7.9% ±$1.00 $11.74 – $13.75 $11.51 – $13.99 $10.60 – $14.89
3 weeks ±9.5% ±$1.21 $11.53 – $13.96 $11.24 – $14.26 $10.18 – $15.32
1 month ±10.8% ±$1.38 $11.37 – $14.13 $11.03 – $14.47 $9.83 – $15.67
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
±11.45%
Average actual move
7.59%
Beyond the implied move
1 / 5
Median IV change
-32.50%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±12.16% -0.53% 0.04× —
August 05, 2026 ±11.57% -18.63% 1.61× —
August 06, 2025 ±12.27% -4.99% 0.41× 93.0% → 63.6%
May 07, 2025 ±10.54% -9.92% 0.94× —
February 18, 2025 ±10.70% +3.86% 0.36× 77.3% → 51.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →