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Metallus Inc MTUS 15.76 -2.11 -11.81%

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 · $15.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.36 $15.34 – $16.06 $15.27 – $16.13 $14.93 – $16.47
2 sessions ±3.2% ±$0.50 $15.20 – $16.20 $15.09 – $16.31 $14.62 – $16.78
3 sessions ±4.0% ±$0.63 $15.07 – $16.33 $14.95 – $16.45 $14.36 – $17.04
1 week ±5.1% ±$0.80 $14.90 – $16.50 $14.72 – $16.68 $13.99 – $17.41
2 weeks ±7.2% ±$1.12 $14.58 – $16.82 $14.31 – $17.09 $13.30 – $18.10
3 weeks ±8.1% ±$1.27 $14.43 – $16.97 $14.12 – $17.28 $13.01 – $18.39
1 month ±8.8% ±$1.39 $14.31 – $17.09 $13.97 – $17.43 $12.75 – $18.65
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
±10.18%
Average actual move
10.19%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±10.03% -16.01% 1.60× —
August 08, 2025 ±9.62% +3.25% 0.34× —
May 09, 2025 ±10.89% -11.31% 1.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →