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Moody's Corporation MCO 528.34 24.65 4.89%

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 · $528.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$7.08 $521.26 – $535.42 $519.83 – $536.85 $513.12 – $543.56
2 sessions ±1.9% ±$9.88 $518.46 – $538.22 $516.40 – $540.28 $507.10 – $549.58
3 sessions ±2.4% ±$12.42 $515.92 – $540.76 $513.55 – $543.13 $501.92 – $554.76
1 week ±3.0% ±$15.80 $512.54 – $544.14 $509.06 – $547.62 $494.74 – $561.94
2 weeks ±4.2% ±$22.14 $506.20 – $550.48 $500.97 – $555.71 $481.11 – $575.57
3 weeks ±5.0% ±$26.68 $501.66 – $555.02 $495.16 – $561.52 $471.91 – $584.77
1 month ±5.8% ±$30.80 $497.54 – $559.14 $489.93 – $566.75 $463.09 – $593.59
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
±6.16%
Average actual move
5.43%
Beyond the implied move
0 / 2
Median IV change
-15.38%
Reaction session Implied Actual Used ATM IV before → after
February 18, 2026 ±7.87% +6.51% 0.83× —
February 13, 2025 ±4.46% +4.36% 0.98× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →