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Crescent Energy Company CRGY 11.14 -0.59 -5.03%

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 · $11.14
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.26 $10.89 – $11.40 $10.84 – $11.45 $10.60 – $11.69
2 sessions ±3.2% ±$0.36 $10.79 – $11.50 $10.71 – $11.58 $10.38 – $11.91
3 sessions ±4.0% ±$0.45 $10.70 – $11.59 $10.61 – $11.68 $10.19 – $12.10
1 week ±5.1% ±$0.57 $10.58 – $11.71 $10.45 – $11.84 $9.94 – $12.35
2 weeks ±7.2% ±$0.79 $10.35 – $11.94 $10.16 – $12.13 $9.45 – $12.84
3 weeks ±8.8% ±$0.99 $10.16 – $12.13 $9.92 – $12.37 $9.06 – $13.23
1 month ±10.5% ±$1.18 $9.97 – $12.32 $9.68 – $12.61 $8.65 – $13.64
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
±6.19%
Average actual move
3.35%
Beyond the implied move
0 / 1
Median IV change
-2.61%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2024 ±6.19% +3.35% 0.54× 44.6% → 43.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →