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MARATHON PETROLEUM CORPORATION MPC 392.68 -34.66 -8.11%

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 · $392.68
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$10.48 $382.20 – $403.16 $380.11 – $405.25 $370.22 – $415.14
2 sessions ±3.7% ±$14.57 $378.11 – $407.25 $375.05 – $410.31 $361.27 – $424.09
3 sessions ±4.7% ±$18.34 $374.34 – $411.02 $370.81 – $414.55 $353.65 – $431.71
1 week ±5.9% ±$23.29 $369.39 – $415.97 $364.17 – $421.19 $343.05 – $442.31
2 weeks ±8.3% ±$32.71 $359.97 – $425.39 $352.23 – $433.13 $322.90 – $462.46
3 weeks ±10.0% ±$39.31 $353.37 – $431.99 $343.79 – $441.57 $309.63 – $475.73
1 month ±11.5% ±$45.12 $347.56 – $437.80 $336.33 – $449.03 $296.98 – $488.38
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
±5.00%
Average actual move
2.83%
Beyond the implied move
1 / 4
Median IV change
-10.68%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±6.67% +3.16% 0.47× 47.2% → 43.6%
August 05, 2025 ±4.12% +0.57% 0.14× 42.8% → 30.8%
May 06, 2025 ±4.64% +0.85% 0.18× 43.8% → 37.8%
February 04, 2025 ±4.56% +6.74% 1.48× 41.8% → 37.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →