Closed
⌘K
Sign in Sign up

Magnolia Oil & Gas Corporation MGY 23.52 0.15 0.64%

Previous-day view · Thu Nov 5 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 05, 2026 close · $23.58
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.58 $22.99 – $24.16 $22.88 – $24.28 $22.33 – $24.83
2 sessions ±3.5% ±$0.81 $22.76 – $24.39 $22.59 – $24.56 $21.83 – $25.33
3 sessions ±4.3% ±$1.02 $22.55 – $24.60 $22.36 – $24.80 $21.40 – $25.76
1 week ±5.5% ±$1.30 $22.28 – $24.88 $21.99 – $25.17 $20.81 – $26.35
2 weeks ±7.7% ±$1.82 $21.75 – $25.40 $21.32 – $25.83 $19.68 – $27.47
3 weeks ±8.8% ±$2.07 $21.50 – $25.65 $20.99 – $26.16 $19.19 – $27.97
1 month ±9.7% ±$2.29 $21.29 – $25.87 $20.72 – $26.44 $18.72 – $28.43
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
±5.55%
Average actual move
1.51%
Beyond the implied move
0 / 1
Median IV change
-11.99%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2025 ±5.55% +1.51% 0.27× 33.2% → 29.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →