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Aehr Test Systems AEHR 53.57 4.41 8.97%

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 · $53.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±6.2% ±$3.32 $50.22 – $56.86 $49.55 – $57.53 $46.41 – $60.67
2 sessions ±8.6% ±$4.62 $48.92 – $58.16 $47.93 – $59.15 $43.57 – $63.51
3 sessions ±10.9% ±$5.82 $47.72 – $59.36 $46.60 – $60.48 $41.14 – $65.94
1 week ±13.8% ±$7.40 $46.14 – $60.94 $44.49 – $62.59 $37.77 – $69.31
2 weeks ±18.4% ±$9.88 $43.66 – $63.42 $41.32 – $65.76 $32.46 – $74.62
3 weeks ±21.6% ±$11.58 $41.96 – $65.12 $39.15 – $67.93 $29.08 – $78.00
1 month ±25.4% ±$13.59 $39.95 – $67.13 $36.57 – $70.51 $24.72 – $82.36
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
±20.31%
Average actual move
20.27%
Beyond the implied move
2 / 3
Median IV change
-50.29%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±17.97% +26.50% 1.47× —
July 15, 2026 ±21.04% +21.91% 1.04× —
July 09, 2025 ±21.92% -12.39% 0.57× 167.5% → 83.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →