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Ramaco Resources METC 6.24 0.04 0.65%

Previous-day view · Fri Nov 6 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 06, 2026 close · $6.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.3% ±$0.27 $5.97 – $6.51 $5.91 – $6.57 $5.66 – $6.82
2 sessions ±6.0% ±$0.38 $5.86 – $6.62 $5.78 – $6.70 $5.43 – $7.05
3 sessions ±7.6% ±$0.47 $5.77 – $6.71 $5.67 – $6.81 $5.23 – $7.25
1 week ±9.7% ±$0.60 $5.64 – $6.84 $5.50 – $6.98 $4.96 – $7.52
2 weeks ±13.6% ±$0.85 $5.39 – $7.09 $5.19 – $7.29 $4.44 – $8.04
3 weeks ±16.0% ±$1.00 $5.24 – $7.24 $5.00 – $7.48 $4.12 – $8.36
1 month ±18.6% ±$1.16 $5.08 – $7.40 $4.79 – $7.69 $3.78 – $8.70
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
±14.16%
Average actual move
15.76%
Beyond the implied move
1 / 3
Reaction session Implied Actual Used ATM IV before → after
May 12, 2026 ±12.36% +8.83% 0.71× —
May 12, 2025 ±16.13% +0.11% 0.01× —
March 11, 2025 ±13.99% +38.33% 2.74× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →