Open
⌘K
Sign in Sign up

Applied Optoelectronics AAOI 50.13 3.24 6.91%

Previous-day view · Fri Nov 6 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 06, 2026 close · $49.83
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±6.4% ±$3.18 $46.65 – $53.01 $46.01 – $53.65 $43.00 – $56.66
2 sessions ±8.9% ±$4.42 $45.41 – $54.25 $44.46 – $55.20 $40.28 – $59.38
3 sessions ±11.2% ±$5.58 $44.25 – $55.41 $43.18 – $56.48 $37.96 – $61.70
1 week ±14.2% ±$7.09 $42.74 – $56.92 $41.16 – $58.50 $34.73 – $64.93
2 weeks ±18.2% ±$9.08 $40.75 – $58.91 $38.60 – $61.06 $30.46 – $69.20
3 weeks ±21.3% ±$10.63 $39.20 – $60.46 $36.62 – $63.04 $27.37 – $72.29
1 month ±24.3% ±$12.10 $37.73 – $61.93 $34.72 – $64.94 $24.17 – $75.49
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
±17.57%
Average actual move
4.64%
Beyond the implied move
0 / 4
Median IV change
-33.48%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±15.66% +9.19% 0.59× —
May 08, 2026 ±16.57% -5.46% 0.33× —
August 08, 2025 ±19.26% -3.31% 0.17× 138.4% → 90.6%
May 09, 2025 ±18.80% -0.61% 0.03× 155.3% → 105.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →