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Chimera Investment Corp CIM 6.99 -0.29 -3.98%

Previous-day view · Tue Nov 10 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 10, 2026 close · $6.99
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.13 $6.86 – $7.12 $6.84 – $7.14 $6.72 – $7.26
2 sessions ±2.5% ±$0.17 $6.82 – $7.16 $6.78 – $7.20 $6.61 – $7.37
3 sessions ±3.1% ±$0.22 $6.77 – $7.21 $6.73 – $7.25 $6.52 – $7.46
1 week ±4.0% ±$0.28 $6.71 – $7.27 $6.65 – $7.33 $6.39 – $7.59
2 weeks ±5.6% ±$0.39 $6.60 – $7.38 $6.50 – $7.48 $6.15 – $7.83
3 weeks ±7.0% ±$0.49 $6.50 – $7.48 $6.39 – $7.59 $5.96 – $8.02
1 month ±8.3% ±$0.58 $6.41 – $7.57 $6.27 – $7.71 $5.76 – $8.22
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
±5.42%
Average actual move
5.85%
Beyond the implied move
3 / 4
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±5.49% +6.42% 1.17× —
August 06, 2025 ±5.71% -2.58% 0.45× —
May 08, 2025 ±5.83% +6.58% 1.13× —
February 12, 2025 ±4.64% -7.82% 1.69× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →