Closed
⌘K
Sign in Sign up

PBF ENERGY INC PBF 67.27 -1.1 -1.61%

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 · $67.02
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$2.35 $64.67 – $69.37 $64.20 – $69.84 $61.98 – $72.06
2 sessions ±4.9% ±$3.27 $63.75 – $70.29 $63.06 – $70.98 $59.97 – $74.07
3 sessions ±6.1% ±$4.12 $62.90 – $71.14 $62.11 – $71.93 $58.25 – $75.79
1 week ±7.8% ±$5.23 $61.79 – $72.25 $60.62 – $73.42 $55.87 – $78.17
2 weeks ±11.0% ±$7.35 $59.67 – $74.37 $57.94 – $76.10 $51.35 – $82.69
3 weeks ±13.1% ±$8.75 $58.27 – $75.77 $56.14 – $77.90 $48.52 – $85.52
1 month ±15.2% ±$10.19 $56.83 – $77.21 $54.30 – $79.74 $45.41 – $88.63
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
±7.14%
Average actual move
12.78%
Beyond the implied move
1 / 1
Median IV change
-3.89%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±7.14% -12.78% 1.79× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →