Closed
⌘K
Sign in Sign up

American Eagle Outfitters AEO 19.92 -0.45 -2.21%

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 · $19.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.40 $19.49 – $20.30 $19.41 – $20.38 $19.02 – $20.77
2 sessions ±2.9% ±$0.56 $19.33 – $20.46 $19.21 – $20.58 $18.67 – $21.12
3 sessions ±3.6% ±$0.71 $19.18 – $20.61 $19.04 – $20.75 $18.37 – $21.42
1 week ±4.6% ±$0.90 $18.99 – $20.80 $18.79 – $21.01 $17.96 – $21.83
2 weeks ±6.4% ±$1.27 $18.62 – $21.17 $18.32 – $21.47 $17.18 – $22.61
3 weeks ±7.9% ±$1.57 $18.32 – $21.47 $17.93 – $21.86 $16.56 – $23.23
1 month Earnings ±15.3% ±$3.03 $16.86 – $22.93 $16.13 – $23.66 $13.52 – $26.27
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AEO reports in 17 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
±12.01%
Average actual move
16.84%
Beyond the implied move
3 / 5
Median IV change
-39.30%
Reaction session Implied Actual Used ATM IV before → after
September 10, 2026 ±14.06% -13.97% 0.99× —
March 05, 2026 ±12.69% -13.90% 1.09× —
September 04, 2025 ±12.48% +37.96% 3.04× —
March 13, 2025 ±10.44% -4.10% 0.39× 91.4% → 55.5%
December 05, 2024 ±10.37% -14.26% 1.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →