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Comerica Incorporated CMA 88.67 -4.19 -4.51%

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

No chain in the last ten days can size a move for CMA.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.11%
Average actual move
5.08%
Beyond the implied move
3 / 6
Median IV change
-19.73%
Reaction session Implied Actual Used ATM IV before → after
July 18, 2025 ±4.57% +4.65% 1.02× 33.6% → 28.8%
April 21, 2025 ±6.66% -4.44% 0.67× 51.6% → 47.1%
January 22, 2025 ±5.01% -5.56% 1.11× 38.6% → 28.8%
October 18, 2024 ±4.75% +3.67% 0.77× 38.2% → 24.0%
July 19, 2024 ±4.35% -10.49% 2.41× —
April 18, 2024 ±5.32% +1.69% 0.32× 46.5% → 37.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →