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California Resources Corporation CRC 45.6 -2.74 -5.67%

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 · $46.12
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.87 $45.26 – $46.99 $45.08 – $47.17 $44.26 – $47.99
2 sessions ±2.6% ±$1.21 $44.91 – $47.33 $44.66 – $47.58 $43.52 – $48.73
3 sessions ±3.3% ±$1.52 $44.60 – $47.64 $44.31 – $47.94 $42.89 – $49.36
1 week ±4.2% ±$1.94 $44.19 – $48.06 $43.76 – $48.48 $42.00 – $50.24
2 weeks ±5.9% ±$2.71 $43.41 – $48.83 $42.77 – $49.48 $40.34 – $51.91
3 weeks ±7.3% ±$3.36 $42.77 – $49.48 $41.95 – $50.30 $39.02 – $53.22
1 month ±8.7% ±$4.00 $42.12 – $50.12 $41.13 – $51.12 $37.64 – $54.60
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
±7.46%
Average actual move
7.59%
Beyond the implied move
2 / 3
Median IV change
-21.75%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±7.52% -12.36% 1.64× —
August 06, 2025 ±6.69% +2.07% 0.31× 50.2% → 39.3%
May 07, 2025 ±8.17% +8.34% 1.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →