MFC Moves

Manulife Financial Corp MFC 44.78 0.02 0.04%

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Expected move

November 03, 2026 close · $44.78

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$0.46	$44.32 – $45.24	$44.22 – $45.34	$43.79 – $45.77
2 sessions Earnings	±3.6% ±$1.60	$43.18 – $46.38	$42.78 – $46.78	$41.31 – $48.25
3 sessions Earnings	±3.9% ±$1.73	$43.05 – $46.51	$42.64 – $46.92	$41.06 – $48.50
1 week Earnings	±4.2% ±$1.89	$42.89 – $46.67	$42.43 – $47.13	$40.81 – $48.75
2 weeks Earnings	±4.9% ±$2.19	$42.59 – $46.97	$42.08 – $47.48	$40.17 – $49.39
3 weeks Earnings	±5.4% ±$2.44	$42.34 – $47.22	$41.77 – $47.79	$39.66 – $49.90
1 month Earnings	±6.0% ±$2.70	$42.08 – $47.48	$41.43 – $48.13	$39.11 – $50.45

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MFC reports in 2 sessions; 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

±4.32%

Average actual move

4.30%

Beyond the implied move

3 / 6

Median IV change

-15.22%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 14, 2026	±3.83%	-5.80%	1.51×	—
February 12, 2026	±4.75%	-5.49%	1.16×	—
August 07, 2025	±4.32%	-3.81%	0.88×	—
May 08, 2025	±4.70%	-0.70%	0.15×	36.9% → 27.1%
February 20, 2025	±4.03%	+6.85%	1.70×	26.6% → 25.5%
November 07, 2024	±4.31%	+3.16%	0.73×	—

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