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MAG 0.0 0.0 0.0%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for MAG.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.57%
Average actual move
2.60%
Beyond the implied move
0 / 4
Median IV change
-7.07%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2025 ±7.39% +4.60% 0.62× —
November 12, 2024 ±4.77% +0.20% 0.04× —
May 14, 2024 ±4.42% +3.62% 0.82× —
November 10, 2023 ±5.70% -1.98% 0.35× 48.2% → 44.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →