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Aecom ACM 68.2 1.95 2.94%

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 · $68.20
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.20 $67.00 – $69.40 $66.76 – $69.64 $65.63 – $70.77
2 sessions ±2.4% ±$1.66 $66.54 – $69.86 $66.18 – $70.22 $64.61 – $71.79
3 sessions ±3.1% ±$2.10 $66.10 – $70.30 $65.70 – $70.70 $63.73 – $72.67
1 week ±3.9% ±$2.67 $65.53 – $70.87 $64.94 – $71.46 $62.52 – $73.88
2 weeks ±5.5% ±$3.74 $64.46 – $71.94 $63.57 – $72.83 $60.22 – $76.18
3 weeks ±6.8% ±$4.63 $63.57 – $72.83 $62.44 – $73.96 $58.41 – $77.99
1 month ±8.1% ±$5.52 $62.68 – $73.72 $61.31 – $75.09 $56.50 – $79.90
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ACM reports in 9 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
±6.76%
Average actual move
5.74%
Beyond the implied move
3 / 5
Median IV change
-19.62%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±7.84% -8.53% 1.09× —
May 12, 2026 ±7.92% -12.01% 1.52× —
February 10, 2026 ±7.28% +1.13% 0.16× —
August 05, 2025 ±5.18% +6.31% 1.22× —
May 06, 2025 ±5.58% +0.73% 0.13× 37.3% → 33.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →