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Millrose Properties MRP 25.92 -0.58 -2.19%

Previous-day view · Fri Nov 6 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 06, 2026 close · $25.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.51 $25.41 – $26.43 $25.31 – $26.53 $24.83 – $27.01
2 sessions ±2.7% ±$0.70 $25.22 – $26.62 $25.07 – $26.77 $24.40 – $27.44
3 sessions ±3.4% ±$0.89 $25.03 – $26.81 $24.86 – $26.98 $24.03 – $27.81
1 week ±4.3% ±$1.12 $24.80 – $27.04 $24.54 – $27.30 $23.52 – $28.32
2 weeks ±6.1% ±$1.58 $24.34 – $27.50 $23.97 – $27.87 $22.55 – $29.29
3 weeks ±7.1% ±$1.85 $24.07 – $27.77 $23.63 – $28.21 $22.02 – $29.82
1 month ±8.2% ±$2.12 $23.80 – $28.04 $23.28 – $28.56 $21.43 – $30.41
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
±5.07%
Average actual move
6.31%
Beyond the implied move
1 / 1
Median IV change
-7.41%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±5.07% -6.31% 1.25× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →