SU Moves

Suncor Energy SU 69.06 -2.98 -4.14%

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Expected move

November 05, 2026 close · $69.42

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$1.24	$68.18 – $70.66	$67.93 – $70.91	$66.75 – $72.09
2 sessions	±2.5% ±$1.73	$67.69 – $71.15	$67.33 – $71.51	$65.70 – $73.14
3 sessions	±3.1% ±$2.17	$67.25 – $71.59	$66.82 – $72.02	$64.79 – $74.05
1 week	±4.0% ±$2.76	$66.66 – $72.18	$66.04 – $72.80	$63.53 – $75.31
2 weeks	±6.0% ±$4.14	$65.28 – $73.56	$64.30 – $74.54	$60.58 – $78.26
3 weeks	±7.6% ±$5.29	$64.13 – $74.71	$62.85 – $75.99	$58.24 – $80.60
1 month	±8.3% ±$5.74	$63.68 – $75.16	$62.25 – $76.59	$57.24 – $81.60

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

±3.86%

Average actual move

2.76%

Beyond the implied move

2 / 7

Median IV change

-16.41%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 04, 2026	±4.14%	-4.52%	1.09×	38.6% → 35.4%
August 05, 2026	±4.23%	-2.53%	0.60×	38.5% → 32.2%
May 06, 2026	±4.16%	-7.65%	1.84×	—
February 04, 2026	±3.51%	-0.60%	0.17×	—
August 06, 2025	±3.57%	-0.05%	0.01×	28.8% → 23.7%
May 07, 2025	±3.70%	-3.30%	0.89×	35.8% → 30.5%
February 06, 2025	±3.70%	-0.65%	0.17×	30.6% → 23.7%

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