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ArcelorMittal MT 60.42 -2.07 -3.31%

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 · $60.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.47 $59.08 – $62.03 $58.79 – $62.32 $57.40 – $63.71
2 sessions ±3.4% ±$2.04 $58.51 – $62.60 $58.07 – $63.04 $56.14 – $64.97
3 sessions ±4.3% ±$2.58 $57.98 – $63.14 $57.48 – $63.63 $55.07 – $66.04
1 week ±5.4% ±$3.27 $57.28 – $63.83 $56.55 – $64.56 $53.58 – $67.53
2 weeks ±7.0% ±$4.25 $56.30 – $64.81 $55.30 – $65.81 $51.49 – $69.62
3 weeks ±8.6% ±$5.19 $55.36 – $65.75 $54.09 – $67.02 $49.57 – $71.54
1 month ±9.7% ±$5.89 $54.66 – $66.45 $53.20 – $67.91 $48.06 – $73.05
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
±4.89%
Average actual move
4.43%
Beyond the implied move
1 / 4
Median IV change
-12.58%
Reaction session Implied Actual Used ATM IV before → after
April 30, 2026 ±5.59% +2.31% 0.41× —
July 31, 2025 ±5.24% -2.56% 0.49× 41.0% → 33.4%
April 30, 2025 ±5.22% -1.66% 0.32× 47.0% → 41.1%
February 06, 2025 ±3.53% +11.19% 3.17× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →