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Celanese Corporation Common Stock CE 47.84 -1.91 -3.84%

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 · $47.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.07 $46.63 – $48.77 $46.41 – $48.99 $45.40 – $50.00
2 sessions ±3.1% ±$1.49 $46.21 – $49.19 $45.89 – $49.51 $44.48 – $50.92
3 sessions ±3.9% ±$1.88 $45.82 – $49.58 $45.46 – $49.94 $43.70 – $51.70
1 week ±5.0% ±$2.39 $45.31 – $50.09 $44.78 – $50.62 $42.61 – $52.79
2 weeks ±7.0% ±$3.35 $44.35 – $51.05 $43.55 – $51.85 $40.55 – $54.85
3 weeks ±8.7% ±$4.15 $43.55 – $51.85 $42.54 – $52.86 $38.93 – $56.47
1 month ±10.4% ±$4.95 $42.75 – $52.65 $41.53 – $53.87 $37.22 – $58.18
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
±13.40%
Average actual move
15.51%
Beyond the implied move
1 / 2
Median IV change
-35.15%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2025 ±15.64% +9.56% 0.61× 112.6% → 69.1%
February 19, 2025 ±11.16% -21.46% 1.92× 60.6% → 59.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →