MAIN Moves

Main Street Capital Corporation MAIN 56.82 -0.8 -1.39%

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Expected move

November 05, 2026 close · $57.18

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$0.79	$56.39 – $57.97	$56.23 – $58.13	$55.48 – $58.88
2 sessions	±1.9% ±$1.10	$56.08 – $58.28	$55.84 – $58.52	$54.80 – $59.56
3 sessions	±2.4% ±$1.39	$55.79 – $58.57	$55.52 – $58.84	$54.22 – $60.14
1 week	±3.1% ±$1.77	$55.41 – $58.95	$55.02 – $59.34	$53.41 – $60.95
2 weeks	±4.3% ±$2.48	$54.70 – $59.66	$54.11 – $60.25	$51.89 – $62.47

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MAIN reports in 1 session; only the horizons marked Earnings include its jump. 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

±5.30%

Average actual move

1.73%

Beyond the implied move

0 / 2

Median IV change

-14.62%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 08, 2025	±3.62%	+3.31%	0.91×	25.5% → 20.2%
May 09, 2025	±6.98%	-0.15%	0.02×	53.0% → 36.8%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →