Mercado Libre MELI 1530.28 -209.6 -12.05% Regime: Trend Down (95%)
Expected move
November 05, 2026 close · $1525.11| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.1% ±$32.02 | $1493.08 – $1557.13 | $1486.52 – $1563.69 | $1456.32 – $1593.89 |
| 2 sessions | ±2.9% ±$44.53 | $1480.57 – $1569.64 | $1470.97 – $1579.25 | $1428.87 – $1621.34 |
| 3 sessions | ±3.7% ±$56.12 | $1468.98 – $1581.23 | $1458.15 – $1592.06 | $1405.54 – $1644.68 |
| 1 week | ±4.7% ±$71.37 | $1453.73 – $1596.48 | $1437.72 – $1612.50 | $1373.05 – $1677.16 |
| 2 weeks | ±6.3% ±$95.62 | $1429.48 – $1620.73 | $1406.91 – $1643.30 | $1321.20 – $1729.01 |
| 3 weeks | ±7.5% ±$113.92 | $1411.18 – $1639.03 | $1383.42 – $1666.79 | $1284.29 – $1765.92 |
| 1 month | ±8.9% ±$136.49 | $1388.61 – $1661.60 | $1354.75 – $1695.46 | $1235.79 – $1814.42 |
Earnings: priced against what happened
Average implied move
±7.51%
Average actual move
7.28%
Beyond the implied move
2 / 6
Median IV change
-40.79%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 05, 2026 | ±7.07% | -12.05% | 1.70× | — |
| August 06, 2026 | ±7.04% | -4.81% | 0.68× | — |
| May 08, 2026 | ±7.28% | -12.70% | 1.74× | — |
| August 05, 2025 | ±8.17% | +0.51% | 0.06× | 64.1% → 36.0% |
| May 08, 2025 | ±7.46% | +6.54% | 0.88× | 56.0% → 38.1% |
| February 21, 2025 | ±8.04% | +7.09% | 0.88× | 57.8% → 34.2% |