Closed
⌘K
Sign in Sign up

3M Company MMM 174.34 -3.02 -1.7%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $144.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.8% ±$8.37 $135.98 – $152.72 $134.29 – $154.41 $126.39 – $162.31
2 sessions ±8.1% ±$11.65 $132.70 – $156.00 $130.23 – $158.47 $119.23 – $169.47
3 sessions ±10.2% ±$14.67 $129.68 – $159.02 $126.85 – $161.85 $113.13 – $175.57
1 week ±12.9% ±$18.64 $125.71 – $162.99 $121.56 – $167.14 $104.64 – $184.06
2 weeks ±18.1% ±$26.16 $118.19 – $170.51 $112.00 – $176.70 $88.54 – $200.16
3 weeks ±18.3% ±$26.44 $117.91 – $170.79 $111.47 – $177.23 $88.46 – $200.24
1 month ±18.4% ±$26.62 $117.73 – $170.97 $111.12 – $177.58 $87.89 – $200.81
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
±5.93%
Average actual move
5.81%
Beyond the implied move
2 / 5
Median IV change
-32.19%
Reaction session Implied Actual Used ATM IV before → after
October 20, 2026 ±5.83% +5.78% 0.99× —
July 21, 2026 ±5.73% +7.32% 1.28× —
July 18, 2025 ±4.65% -3.65% 0.79× 37.8% → 24.9%
April 22, 2025 ±7.42% +8.12% 1.10× 62.2% → 43.5%
January 21, 2025 ±6.01% +4.16% 0.69× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →