NTR Moves

Nutrien Ltd NTR 72.21 0.14 0.19%

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Expected move

November 05, 2026 close · $72.21

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$1.30	$70.91 – $73.51	$70.65 – $73.77	$69.43 – $74.99
2 sessions	±2.5% ±$1.81	$70.40 – $74.02	$70.02 – $74.40	$68.32 – $76.10
3 sessions	±3.1% ±$2.27	$69.94 – $74.48	$69.50 – $74.92	$67.37 – $77.05
1 week	±4.0% ±$2.89	$69.32 – $75.10	$68.68 – $75.74	$66.06 – $78.36
2 weeks	±5.0% ±$3.59	$68.62 – $75.80	$67.77 – $76.65	$64.55 – $79.87
3 weeks	±5.9% ±$4.23	$67.98 – $76.44	$66.95 – $77.47	$63.27 – $81.15
1 month	±7.0% ±$5.07	$67.14 – $77.28	$65.88 – $78.54	$61.46 – $82.96

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

±4.50%

Average actual move

3.03%

Beyond the implied move

1 / 6

Median IV change

-24.14%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±4.75%	+0.19%	0.04×	42.1% → 35.5%
May 07, 2026	±4.44%	-7.36%	1.66×	—
February 19, 2026	±4.70%	+2.13%	0.45×	—
August 07, 2025	±4.18%	-3.87%	0.92×	34.3% → 26.0%
May 08, 2025	±4.15%	-3.30%	0.80×	33.8% → 25.8%
February 20, 2025	±4.77%	+1.33%	0.28×	36.2% → 27.4%

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