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McDonald's Corporation MCD 280.22 17.18 6.53% Regime: Trend Up (95%)

Previous-day view · Wed Nov 4 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 04, 2026 close · $279.55
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$3.44 $276.11 – $282.99 $275.44 – $283.66 $272.20 – $286.90
2 sessions ±1.7% ±$4.78 $274.77 – $284.33 $273.76 – $285.34 $269.26 – $289.84
3 sessions ±2.0% ±$5.59 $273.96 – $285.14 $272.87 – $286.23 $267.61 – $291.49
1 week ±2.4% ±$6.68 $272.87 – $286.23 $271.39 – $287.71 $265.32 – $293.78
2 weeks ±3.3% ±$9.09 $270.46 – $288.64 $268.31 – $290.79 $260.18 – $298.92
3 weeks ±3.8% ±$10.73 $268.82 – $290.28 $266.19 – $292.91 $256.85 – $302.25
1 month ±4.6% ±$12.94 $266.61 – $292.49 $263.39 – $295.71 $252.13 – $306.97
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
±3.49%
Average actual move
2.89%
Beyond the implied move
2 / 7
Median IV change
-22.68%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±3.51% +6.53% 1.86× 28.3% → 28.0%
August 04, 2026 ±3.97% +1.17% 0.30× 35.9% → 27.3%
May 07, 2026 ±3.41% -0.14% 0.04× 26.1% → 20.1%
February 12, 2026 ±3.30% +2.74% 0.83× —
August 06, 2025 ±3.31% +2.98% 0.90× 25.2% → 19.6%
May 01, 2025 ±3.21% -1.88% 0.58× 27.2% → 20.2%
February 10, 2025 ±3.72% +4.80% 1.29× 26.8% → 20.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →