MU Moves

Micron Technology MU 795.23 -59.87 -7.0% Regime: Trend Down (95%)

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Expected move

November 04, 2026 close · $796.17

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.7% ±$21.66	$774.51 – $817.83	$770.14 – $822.20	$749.67 – $842.67
2 sessions	±3.8% ±$30.17	$766.00 – $826.34	$759.63 – $832.71	$731.12 – $861.22
3 sessions	±4.8% ±$37.98	$758.19 – $834.15	$750.87 – $841.47	$715.36 – $876.98
1 week	±6.1% ±$48.25	$747.92 – $844.42	$737.17 – $855.17	$693.38 – $898.96
2 weeks	±8.5% ±$67.67	$728.50 – $863.84	$712.41 – $879.93	$651.67 – $940.67
3 weeks	±10.5% ±$83.84	$712.33 – $880.01	$691.87 – $900.47	$618.94 – $973.40
1 month	±12.6% ±$99.92	$696.25 – $896.09	$671.49 – $920.85	$584.39 – $1007.95

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MU reports in 30 sessions; only the horizons marked Earnings include its jump. 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

±9.48%

Average actual move

7.96%

Beyond the implied move

2 / 6

Median IV change

-35.62%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 01, 2026	±7.29%	+3.03%	0.42×	64.8% → 50.9%
June 25, 2026	±11.13%	+15.74%	1.41×	—
March 19, 2026	±8.78%	-3.78%	0.43×	—
June 26, 2025	±8.04%	-0.98%	0.12×	59.5% → 38.9%
March 21, 2025	±8.83%	-8.04%	0.91×	70.6% → 44.7%
December 19, 2024	±12.80%	-16.18%	1.26×	88.4% → 56.1%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →