YPF Moves

YPF Sociedad Anonima American Depositary YPF 38.66 -2.95 -7.09%

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Expected move

November 05, 2026 close · $38.78

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.5% ±$0.95	$37.83 – $39.73	$37.64 – $39.92	$36.74 – $40.82
2 sessions	±3.4% ±$1.32	$37.46 – $40.10	$37.18 – $40.38	$35.93 – $41.63
3 sessions	±4.3% ±$1.66	$37.12 – $40.44	$36.79 – $40.77	$35.24 – $42.32
1 week	±5.5% ±$2.12	$36.66 – $40.90	$36.19 – $41.37	$34.27 – $43.29
2 weeks	±7.7% ±$2.97	$35.81 – $41.75	$35.11 – $42.45	$32.44 – $45.12
3 weeks	±9.2% ±$3.56	$35.22 – $42.34	$34.35 – $43.21	$31.25 – $46.31
1 month	±10.7% ±$4.14	$34.64 – $42.92	$33.61 – $43.95	$30.00 – $47.56

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

±5.21%

Average actual move

3.23%

Beyond the implied move

0 / 3

Median IV change

-9.31%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±6.23%	-3.51%	0.56×	—
August 08, 2025	±5.45%	-4.14%	0.76×	45.6% → 40.7%
November 11, 2024	±3.93%	+2.05%	0.52×	—

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