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HF Sinclair Corporation DINO 97.18 -0.59 -0.6%

Previous-day view · Fri Nov 6 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 06, 2026 close · $97.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$2.62 $94.88 – $100.12 $94.35 – $100.65 $91.87 – $103.13
2 sessions ±3.7% ±$3.65 $93.85 – $101.15 $93.08 – $101.92 $89.64 – $105.36
3 sessions ±4.7% ±$4.59 $92.91 – $102.09 $92.02 – $102.98 $87.72 – $107.28
1 week ±6.0% ±$5.83 $91.67 – $103.33 $90.36 – $104.64 $85.07 – $109.93
2 weeks ±8.4% ±$8.19 $89.31 – $105.69 $87.37 – $107.63 $80.03 – $114.97
3 weeks ±10.0% ±$9.76 $87.74 – $107.26 $85.36 – $109.64 $76.87 – $118.13
1 month ±11.7% ±$11.37 $86.13 – $108.87 $83.31 – $111.69 $73.40 – $121.60
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
±4.93%
Average actual move
10.86%
Beyond the implied move
1 / 1
Median IV change
-7.77%
Reaction session Implied Actual Used ATM IV before → after
February 18, 2026 ±4.93% -10.86% 2.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →