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Warrior Met Coal HCC 80.8 -0.12 -0.15%

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 · $80.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.87 $78.93 – $82.67 $78.55 – $83.05 $76.79 – $84.81
2 sessions ±3.2% ±$2.59 $78.21 – $83.39 $77.65 – $83.95 $75.20 – $86.40
3 sessions ±4.0% ±$3.27 $77.53 – $84.07 $76.90 – $84.70 $73.84 – $87.76
1 week ±5.2% ±$4.16 $76.64 – $84.96 $75.72 – $85.88 $71.94 – $89.66
2 weeks ±7.2% ±$5.83 $74.97 – $86.63 $73.58 – $88.02 $68.35 – $93.25
3 weeks ±8.8% ±$7.10 $73.70 – $87.90 $71.97 – $89.63 $65.79 – $95.81
1 month ±10.3% ±$8.35 $72.45 – $89.15 $70.38 – $91.22 $63.10 – $98.50
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
±7.84%
Average actual move
8.59%
Beyond the implied move
1 / 2
Median IV change
-11.56%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±8.84% +8.81% 1.00× 70.4% → 62.3%
February 14, 2025 ±6.84% -8.37% 1.22× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →