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CVR ENERGY CVI 39.84 -3.17 -7.37%

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 · $39.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.9% ±$1.15 $38.69 – $40.99 $38.46 – $41.22 $37.38 – $42.30
2 sessions ±4.0% ±$1.60 $38.24 – $41.44 $37.90 – $41.78 $36.40 – $43.28
3 sessions ±5.0% ±$2.01 $37.83 – $41.85 $37.44 – $42.24 $35.56 – $44.12
1 week ±6.4% ±$2.55 $37.29 – $42.39 $36.72 – $42.96 $34.40 – $45.28
2 weeks ±9.0% ±$3.59 $36.25 – $43.43 $35.41 – $44.27 $32.19 – $47.49
3 weeks ±11.6% ±$4.61 $35.23 – $44.45 $34.11 – $45.57 $30.10 – $49.58
1 month ±14.2% ±$5.65 $34.19 – $45.49 $32.79 – $46.89 $27.86 – $51.82
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
±7.16%
Average actual move
3.44%
Beyond the implied move
0 / 1
Median IV change
-11.36%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2026 ±7.16% -3.44% 0.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →