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Southern Copper Corporation SCCO 165.38 -11.46 -6.48%

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 · $166.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$4.53 $161.84 – $170.90 $160.93 – $171.81 $156.67 – $176.07
2 sessions ±3.8% ±$6.29 $160.08 – $172.66 $158.75 – $173.99 $152.79 – $179.95
3 sessions ±4.8% ±$7.92 $158.45 – $174.29 $156.92 – $175.82 $149.50 – $183.24
1 week ±6.0% ±$10.07 $156.30 – $176.44 $154.06 – $178.68 $144.91 – $187.83
2 weeks ±8.3% ±$13.88 $152.49 – $180.25 $149.22 – $183.52 $136.77 – $195.97
3 weeks ±9.7% ±$16.07 $150.30 – $182.44 $146.39 – $186.35 $132.41 – $200.33
1 month ±11.4% ±$18.92 $147.45 – $185.29 $142.76 – $189.98 $126.27 – $206.47
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
±4.86%
Average actual move
2.23%
Beyond the implied move
0 / 2
Median IV change
-0.51%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±4.08% -2.11% 0.52× 53.8% → 53.5%
February 12, 2025 ±5.65% +2.36% 0.42× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →