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Aaon Inc AAON 58.25 -10.83 -15.68%

Previous-day view · Wed Nov 4 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 04, 2026 close · $58.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$1.60 $56.65 – $59.85 $56.33 – $60.17 $54.81 – $61.69
2 sessions ±3.8% ±$2.23 $56.02 – $60.48 $55.55 – $60.95 $53.44 – $63.06
3 sessions ±4.8% ±$2.81 $55.44 – $61.06 $54.90 – $61.60 $52.27 – $64.23
1 week Earnings ±16.8% ±$9.77 $48.48 – $68.02 $46.12 – $70.38 $37.71 – $78.79
2 weeks Earnings ±18.0% ±$10.47 $47.78 – $68.72 $45.31 – $71.19 $36.16 – $80.34
3 weeks Earnings ±19.0% ±$11.08 $47.17 – $69.33 $44.53 – $71.97 $34.96 – $81.54
1 month Earnings ±20.2% ±$11.75 $46.50 – $70.00 $43.67 – $72.83 $33.55 – $82.95
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AAON reports in 4 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
±15.24%
Average actual move
15.96%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
August 10, 2026 ±19.03% -5.89% 0.31× —
May 07, 2026 ±16.43% +31.49% 1.92× —
August 11, 2025 ±10.25% -10.49% 1.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →