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Diamondback Energy FANG 179.58 -3.3 -1.8%

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 · $179.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$3.08 $176.84 – $183.00 $176.21 – $183.63 $173.30 – $186.54
2 sessions ±2.4% ±$4.28 $175.64 – $184.20 $174.72 – $185.12 $170.67 – $189.17
3 sessions ±3.0% ±$5.40 $174.52 – $185.32 $173.48 – $186.36 $168.42 – $191.42
1 week ±3.8% ±$6.87 $173.05 – $186.79 $171.52 – $188.32 $165.29 – $194.55
2 weeks ±5.3% ±$9.63 $170.29 – $189.55 $168.01 – $191.83 $159.36 – $200.48
3 weeks ±6.6% ±$11.93 $167.99 – $191.85 $165.08 – $194.76 $154.70 – $205.14
1 month ±7.9% ±$14.21 $165.71 – $194.13 $162.18 – $197.66 $149.78 – $210.06
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
±5.18%
Average actual move
1.97%
Beyond the implied move
0 / 4
Median IV change
-17.26%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±6.65% -3.51% 0.53× 46.6% → 38.1%
August 05, 2025 ±4.53% -1.42% 0.31× 44.9% → 36.8%
May 06, 2025 ±4.85% -0.83% 0.17× 47.7% → 41.0%
February 25, 2025 ±4.70% -2.13% 0.45× 43.5% → 36.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →