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Strategy Inc Common Stock Class MSTR 142.54 6.91 5.09% Regime: Trend Up (89%)

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 · $142.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$4.72 $137.73 – $147.18 $136.77 – $148.14 $132.31 – $152.60
2 sessions ±4.6% ±$6.58 $135.87 – $149.04 $134.48 – $150.43 $128.27 – $156.64
3 sessions ±5.7% ±$8.14 $134.31 – $150.60 $132.73 – $152.18 $125.10 – $159.81
1 week ±7.2% ±$10.21 $132.24 – $152.67 $129.96 – $154.95 $120.69 – $164.22
2 weeks ±9.9% ±$14.14 $128.31 – $156.60 $124.96 – $159.95 $112.28 – $172.63
3 weeks ±12.2% ±$17.38 $125.08 – $159.83 $120.84 – $164.07 $105.72 – $179.19
1 month ±14.6% ±$20.72 $121.73 – $163.18 $116.59 – $168.32 $98.51 – $186.40
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
±5.29%
Average actual move
4.65%
Beyond the implied move
2 / 6
Median IV change
-9.31%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±4.77% -7.84% 1.65× 74.2% → 78.1%
July 31, 2026 ±5.23% -4.56% 0.87× 80.1% → 74.3%
May 06, 2026 ±7.20% -0.04% 0.01× 74.9% → 67.2%
August 01, 2025 ±4.01% -8.77% 2.19× —
May 02, 2025 ±3.63% +3.35% 0.92× 66.5% → 60.3%
February 06, 2025 ±6.91% -3.34% 0.48× 87.3% → 75.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →