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Comstock Resources CRK 13.32 -0.06 -0.45%

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 · $13.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.33 $12.99 – $13.65 $12.92 – $13.72 $12.61 – $14.03
2 sessions ±3.5% ±$0.46 $12.86 – $13.78 $12.76 – $13.88 $12.32 – $14.32
3 sessions ±4.4% ±$0.58 $12.74 – $13.90 $12.62 – $14.02 $12.08 – $14.56
1 week ±5.6% ±$0.74 $12.58 – $14.06 $12.41 – $14.23 $11.74 – $14.90
2 weeks ±7.8% ±$1.04 $12.28 – $14.36 $12.03 – $14.61 $11.10 – $15.54
3 weeks ±9.6% ±$1.27 $12.05 – $14.59 $11.73 – $14.91 $10.63 – $16.01
1 month ±11.3% ±$1.51 $11.81 – $14.83 $11.44 – $15.20 $10.13 – $16.51
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
±8.94%
Average actual move
9.82%
Beyond the implied move
2 / 3
Median IV change
-9.94%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.67% -13.50% 1.40× —
February 12, 2026 ±10.28% -6.07% 0.59× —
February 19, 2025 ±6.86% +9.87% 1.44× 62.1% → 56.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →