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Mattel MAT 14.97 -0.6 -3.85%

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 · $14.97
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.41 $14.56 – $15.38 $14.47 – $15.47 $14.08 – $15.86
2 sessions ±3.9% ±$0.58 $14.39 – $15.55 $14.27 – $15.67 $13.72 – $16.22
3 sessions ±4.9% ±$0.73 $14.24 – $15.70 $14.10 – $15.84 $13.42 – $16.52
1 week ±6.2% ±$0.93 $14.04 – $15.90 $13.84 – $16.10 $13.00 – $16.94
2 weeks ±8.7% ±$1.30 $13.67 – $16.27 $13.37 – $16.57 $12.20 – $17.74
3 weeks ±10.7% ±$1.61 $13.36 – $16.58 $12.97 – $16.97 $11.57 – $18.37
1 month ±12.8% ±$1.91 $13.06 – $16.88 $12.58 – $17.36 $10.91 – $19.03
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MAT 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
±9.88%
Average actual move
2.78%
Beyond the implied move
0 / 1
Median IV change
-43.32%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2025 ±9.88% +2.78% 0.28× 71.1% → 40.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →