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SUNOCO LP SUN 61.72 -2.95 -4.56%

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 · $62.02
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.98 $61.05 – $63.00 $60.85 – $63.20 $59.93 – $64.12
2 sessions ±2.2% ±$1.36 $60.67 – $63.38 $60.38 – $63.67 $59.10 – $64.95
3 sessions ±2.8% ±$1.70 $60.32 – $63.73 $59.99 – $64.06 $58.39 – $65.66
1 week ±3.5% ±$2.18 $59.85 – $64.20 $59.37 – $64.68 $57.40 – $66.65
2 weeks ±4.9% ±$3.04 $58.98 – $65.07 $58.26 – $65.79 $55.53 – $68.52
3 weeks ±6.1% ±$3.77 $58.25 – $65.80 $57.34 – $66.71 $54.05 – $70.00
1 month ±7.2% ±$4.49 $57.53 – $66.52 $56.42 – $67.63 $52.50 – $71.55
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
±4.61%
Average actual move
1.50%
Beyond the implied move
0 / 4
Median IV change
-21.91%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±4.65% +2.12% 0.46× —
August 06, 2025 ±4.63% -1.16% 0.25× 31.8% → 24.1%
May 06, 2025 ±5.54% -1.52% 0.27× —
February 11, 2025 ±3.62% +1.18% 0.33× 25.4% → 20.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →