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Core Natural Resources CNR 75.21 -5.01 -6.25%

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 · $75.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.72 $73.34 – $76.78 $73.00 – $77.12 $71.37 – $78.75
2 sessions ±3.2% ±$2.39 $72.67 – $77.45 $72.16 – $77.96 $69.90 – $80.22
3 sessions ±4.0% ±$3.01 $72.05 – $78.07 $71.47 – $78.65 $68.65 – $81.47
1 week ±5.1% ±$3.83 $71.23 – $78.89 $70.38 – $79.74 $66.91 – $83.21
2 weeks ±7.2% ±$5.37 $69.69 – $80.43 $68.42 – $81.70 $63.61 – $86.51
3 weeks ±8.4% ±$6.30 $68.76 – $81.36 $67.22 – $82.90 $61.74 – $88.38
1 month ±9.6% ±$7.17 $67.89 – $82.23 $66.11 – $84.01 $59.87 – $90.25
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
±8.69%
Average actual move
3.94%
Beyond the implied move
1 / 4
Median IV change
-27.16%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±9.09% +0.90% 0.10× 68.8% → 51.8%
February 12, 2026 ±8.85% -2.83% 0.32× —
August 05, 2025 ±9.40% +2.10% 0.22× 67.2% → 47.2%
May 08, 2025 ±7.41% -9.91% 1.34× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →