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The Macerich Company MAC 24.84 -0.18 -0.72%

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 · $24.93
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.32 $24.61 – $25.25 $24.55 – $25.31 $24.25 – $25.61
2 sessions ±1.8% ±$0.44 $24.49 – $25.37 $24.39 – $25.46 $23.97 – $25.88
3 sessions ±2.2% ±$0.55 $24.37 – $25.48 $24.27 – $25.59 $23.74 – $26.12
1 week ±2.8% ±$0.71 $24.22 – $25.64 $24.06 – $25.79 $23.42 – $26.44
2 weeks ±4.0% ±$0.99 $23.94 – $25.92 $23.70 – $26.16 $22.81 – $27.05
3 weeks ±4.9% ±$1.23 $23.70 – $26.16 $23.40 – $26.46 $22.33 – $27.53
1 month ±5.9% ±$1.46 $23.46 – $26.39 $23.10 – $26.76 $21.82 – $28.03
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
±5.35%
Average actual move
6.83%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
February 19, 2026 ±4.70% +3.24% 0.69× —
May 12, 2025 ±6.01% +10.41% 1.73× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →