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MFA Financial MFA 5.97 -0.31 -4.94%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for MFA.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.12%
Average actual move
1.92%
Beyond the implied move
1 / 3
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±5.45% +0.22% 0.04× —
May 06, 2025 ±5.30% -5.35% 1.01× —
February 19, 2025 ±4.61% +0.19% 0.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →