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Microchip Technology Inc MCHP 75.34 -2.56 -3.29%

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 · $75.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.80 $73.53 – $77.14 $73.17 – $77.51 $71.46 – $79.21
2 sessions Earnings ±8.7% ±$6.56 $68.77 – $81.90 $67.17 – $83.50 $61.12 – $89.55
3 sessions Earnings ±9.4% ±$7.07 $68.26 – $82.41 $66.63 – $84.04 $60.16 – $90.52
1 week Earnings ±10.2% ±$7.66 $67.67 – $83.00 $65.82 – $84.85 $59.24 – $91.43
2 weeks Earnings ±11.7% ±$8.78 $66.55 – $84.12 $64.49 – $86.18 $56.82 – $93.85
3 weeks Earnings ±12.9% ±$9.72 $65.61 – $85.06 $63.30 – $87.37 $54.89 – $95.78
1 month Earnings ±14.2% ±$10.72 $64.62 – $86.06 $62.03 – $88.64 $52.79 – $97.88
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MCHP reports in 2 sessions; 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
±7.71%
Average actual move
6.03%
Beyond the implied move
2 / 7
Median IV change
-27.60%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±8.14% +13.89% 1.71× —
May 08, 2026 ±9.45% -2.45% 0.26× 74.3% → 57.3%
February 06, 2026 ±6.66% -2.60% 0.39× —
August 08, 2025 ±7.59% -6.57% 0.87× 62.9% → 42.9%
May 09, 2025 ±6.92% +12.60% 1.82× 67.0% → 57.6%
February 07, 2025 ±7.15% -2.30% 0.32× 60.9% → 44.1%
November 06, 2024 ±8.06% -1.78% 0.22× 61.1% → 37.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →