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Par Pacific Holdings PARR 68.69 -0.97 -1.39%

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 · $68.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$2.20 $66.49 – $70.89 $66.05 – $71.33 $63.97 – $73.41
2 sessions ±4.5% ±$3.06 $65.63 – $71.75 $64.98 – $72.40 $62.09 – $75.29
3 sessions ±5.6% ±$3.85 $64.84 – $72.54 $64.09 – $73.29 $60.48 – $76.90
1 week ±7.1% ±$4.90 $63.79 – $73.59 $62.70 – $74.68 $58.26 – $79.12
2 weeks ±10.0% ±$6.88 $61.81 – $75.57 $60.19 – $77.19 $54.02 – $83.36
3 weeks ±12.0% ±$8.24 $60.45 – $76.93 $58.44 – $78.94 $51.27 – $86.11
1 month ±13.9% ±$9.56 $59.13 – $78.25 $56.76 – $80.62 $48.42 – $88.96
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
±10.88%
Average actual move
10.58%
Beyond the implied move
1 / 3
Median IV change
-7.78%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±10.40% -9.99% 0.96× —
August 06, 2025 ±9.84% -11.12% 1.13× —
May 07, 2025 ±12.38% +10.64% 0.86× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →