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Analog Devices ADI 406.24 -13.55 -3.23%

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 · $403.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$7.82 $395.22 – $410.86 $393.65 – $412.43 $386.23 – $419.85
2 sessions ±2.7% ±$10.88 $392.16 – $413.92 $389.82 – $416.26 $379.54 – $426.54
3 sessions ±3.4% ±$13.70 $389.34 – $416.74 $386.68 – $419.40 $373.82 – $432.26
1 week ±4.3% ±$17.45 $385.59 – $420.49 $381.72 – $424.36 $365.88 – $440.20
2 weeks ±6.1% ±$24.46 $378.58 – $427.50 $372.77 – $433.31 $350.81 – $455.27
3 weeks Earnings ±10.1% ±$40.55 $362.49 – $443.59 $352.82 – $453.26 $317.80 – $488.28
1 month Earnings ±11.2% ±$45.06 $357.98 – $448.10 $347.10 – $458.98 $308.29 – $497.79
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ADI reports in 14 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
±5.64%
Average actual move
4.30%
Beyond the implied move
2 / 7
Median IV change
-23.19%
Reaction session Implied Actual Used ATM IV before → after
August 19, 2026 ±6.28% -0.89% 0.14× 51.8% → 40.7%
May 20, 2026 ±7.14% -3.92% 0.55× 57.6% → 43.2%
February 18, 2026 ±5.81% +2.63% 0.45× —
August 20, 2025 ±5.68% +6.26% 1.10× 40.3% → 29.4%
May 22, 2025 ±4.91% -4.63% 0.94× 42.5% → 34.3%
February 19, 2025 ±5.22% +9.74% 1.86× 39.3% → 37.9%
November 26, 2024 ±4.43% -2.03% 0.46× 39.5% → 26.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →