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Teekay Tankers Ltd TNK 81.97 -6.91 -7.77%

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 · $83.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.88 $81.36 – $85.12 $80.99 – $85.50 $79.20 – $87.28
2 sessions ±3.1% ±$2.62 $80.63 – $85.86 $80.07 – $86.41 $77.60 – $88.89
3 sessions ±4.0% ±$3.30 $79.95 – $86.54 $79.31 – $87.17 $76.22 – $90.26
1 week Earnings ±9.9% ±$8.24 $75.00 – $91.48 $73.01 – $93.47 $65.93 – $100.56
2 weeks Earnings ±11.3% ±$9.38 $73.86 – $92.62 $71.65 – $94.83 $63.47 – $103.01
3 weeks Earnings ±12.4% ±$10.34 $72.90 – $93.58 $70.45 – $96.04 $61.52 – $104.97
1 month Earnings ±13.6% ±$11.36 $71.89 – $94.60 $69.15 – $97.33 $59.37 – $107.12
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TNK reports in 5 sessions; only the horizons marked Earnings include its jump. 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
±7.39%
Average actual move
1.01%
Beyond the implied move
0 / 3
Median IV change
-5.84%
Reaction session Implied Actual Used ATM IV before → after
May 14, 2026 ±8.90% -0.30% 0.03× —
February 19, 2026 ±7.38% +1.86% 0.25× —
February 20, 2025 ±5.90% -0.86% 0.15× 49.8% → 44.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →