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Calumet CLMT 43.35 -0.25 -0.57%

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 · $42.94
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±9.7% ±$4.15 $38.79 – $47.09 $37.74 – $48.14 $33.90 – $51.98
2 sessions Earnings ±10.5% ±$4.53 $38.41 – $47.47 $37.31 – $48.57 $33.13 – $52.75
3 sessions Earnings ±11.4% ±$4.88 $38.06 – $47.82 $36.93 – $48.95 $32.47 – $53.41
1 week Earnings ±12.3% ±$5.29 $37.65 – $48.23 $36.38 – $49.50 $31.84 – $54.04
2 weeks Earnings ±14.1% ±$6.05 $36.89 – $48.99 $35.46 – $50.42 $30.17 – $55.71
3 weeks Earnings ±15.6% ±$6.70 $36.24 – $49.64 $34.64 – $51.24 $28.85 – $57.03
1 month Earnings ±17.2% ±$7.39 $35.55 – $50.33 $33.77 – $52.11 $27.40 – $58.48
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CLMT reports in 1 session; only the horizons marked Earnings include its jump. 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
±10.64%
Average actual move
6.26%
Beyond the implied move
0 / 4
Median IV change
-17.35%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±9.39% -7.31% 0.78× —
August 08, 2025 ±10.73% -3.62% 0.34× —
February 28, 2025 ±9.35% -4.34% 0.46× 97.7% → 79.6%
November 08, 2024 ±13.08% +9.77% 0.75× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →