MCK Moves

McKesson Corporation MCK 1069.44 69.82 6.98%

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Expected move

November 04, 2026 close · $1070.80

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±5.3% ±$56.43	$1014.37 – $1127.23	$1000.13 – $1141.47	$947.87 – $1193.73
2 sessions Earnings	±5.6% ±$60.39	$1010.41 – $1131.19	$995.63 – $1145.97	$939.84 – $1201.76
3 sessions Earnings	±6.0% ±$64.03	$1006.77 – $1134.83	$991.99 – $1149.61	$933.42 – $1208.18
1 week Earnings	±6.3% ±$67.35	$1003.45 – $1138.15	$987.17 – $1154.43	$929.24 – $1212.36
2 weeks Earnings	±6.8% ±$73.35	$997.45 – $1144.15	$980.21 – $1161.39	$916.28 – $1225.32
3 weeks Earnings	±7.3% ±$78.38	$992.42 – $1149.18	$973.68 – $1167.92	$906.00 – $1235.60
1 month Earnings	±7.8% ±$83.95	$986.85 – $1154.75	$966.50 – $1175.10	$894.23 – $1247.37

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MCK 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

±5.79%

Average actual move

2.47%

Beyond the implied move

1 / 4

Median IV change

-40.76%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±7.15%	-2.47%	0.35×	60.2% → 28.4%
August 07, 2025	±4.80%	-5.76%	1.20×	—
May 09, 2025	±5.55%	+0.47%	0.08×	41.0% → 30.7%
February 06, 2025	±5.64%	-1.18%	0.21×	37.9% → 20.7%

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