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Martin Marietta Materials MLM 556.56 12.79 2.35%

Previous-day view · Wed Nov 4 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 04, 2026 close · $554.85
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$9.10 $545.75 – $563.95 $543.92 – $565.78 $535.37 – $574.32
2 sessions ±2.3% ±$12.65 $542.20 – $567.50 $539.53 – $570.16 $527.60 – $582.09
3 sessions ±2.9% ±$15.92 $538.92 – $570.77 $535.87 – $573.82 $520.94 – $588.75
1 week ±3.6% ±$20.25 $534.59 – $575.10 $530.10 – $579.59 $511.73 – $597.96
2 weeks ±5.1% ±$28.40 $526.44 – $583.25 $519.72 – $589.97 $494.26 – $615.44
3 weeks ±6.1% ±$34.06 $520.78 – $588.91 $512.46 – $597.24 $482.83 – $626.87
1 month ±7.0% ±$39.06 $515.78 – $593.91 $506.08 – $603.62 $472.06 – $637.63
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
±4.43%
Average actual move
4.40%
Beyond the implied move
1 / 2
Median IV change
-5.69%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±4.46% -6.56% 1.47× —
February 12, 2025 ±4.40% -2.24% 0.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →