MP Moves

MP Materials Corp MP 33.74 -2.17 -6.04%

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 · $33.74

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±6.9% ±$2.32	$31.42 – $36.06	$30.83 – $36.65	$28.69 – $38.79
2 sessions Earnings	±7.8% ±$2.64	$31.10 – $36.38	$30.45 – $37.03	$28.01 – $39.47
3 sessions Earnings	±8.7% ±$2.95	$30.79 – $36.69	$30.11 – $37.37	$27.42 – $40.06
1 week Earnings	±9.9% ±$3.35	$30.39 – $37.09	$29.58 – $37.90	$26.69 – $40.79
2 weeks Earnings	±12.3% ±$4.13	$29.61 – $37.87	$28.64 – $38.84	$25.02 – $42.46
3 weeks Earnings	±14.1% ±$4.76	$28.98 – $38.50	$27.85 – $39.63	$23.74 – $43.74
1 month Earnings	±16.0% ±$5.40	$28.34 – $39.14	$27.04 – $40.44	$22.39 – $45.09

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MP reports in 1 session; 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

±6.95%

Average actual move

5.49%

Beyond the implied move

1 / 5

Median IV change

-11.32%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2026	±6.62%	+7.62%	1.15×	—
May 08, 2026	±6.32%	-2.46%	0.39×	81.4% → 71.9%
August 08, 2025	±6.72%	+4.57%	0.68×	82.3% → 73.3%
May 09, 2025	±8.18%	-7.97%	0.97×	82.0% → 67.8%
February 21, 2025	±6.90%	+4.83%	0.70×	63.5% → 57.7%

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