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Murphy Oil Corp MUR 35.96 -0.35 -0.96%

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 · $36.17
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.90 $35.27 – $37.07 $35.08 – $37.26 $34.23 – $38.11
2 sessions ±3.5% ±$1.26 $34.91 – $37.43 $34.64 – $37.70 $33.46 – $38.88
3 sessions ±4.4% ±$1.58 $34.59 – $37.75 $34.28 – $38.06 $32.80 – $39.54
1 week ±5.6% ±$2.01 $34.16 – $38.18 $33.71 – $38.63 $31.88 – $40.46
2 weeks ±7.8% ±$2.82 $33.35 – $38.99 $32.68 – $39.66 $30.14 – $42.20
3 weeks ±9.2% ±$3.32 $32.85 – $39.49 $32.04 – $40.30 $29.15 – $43.19
1 month ±10.6% ±$3.83 $32.34 – $40.00 $31.39 – $40.95 $28.05 – $44.29
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
±8.59%
Average actual move
2.25%
Beyond the implied move
0 / 3
Median IV change
-17.68%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±7.71% -1.70% 0.22× —
August 07, 2025 ±7.93% -3.26% 0.41× 59.2% → 48.7%
May 08, 2025 ±10.12% +1.81% 0.18× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →