Aflac Inc AFL 126.24 0.94 0.75%
Expected move
November 05, 2026 close · $126.24| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.0% ±$1.31 | $124.93 – $127.55 | $124.66 – $127.82 | $123.42 – $129.06 |
| 2 sessions | ±1.4% ±$1.82 | $124.42 – $128.06 | $124.03 – $128.45 | $122.31 – $130.17 |
| 3 sessions | ±1.8% ±$2.30 | $123.94 – $128.54 | $123.50 – $128.98 | $121.35 – $131.13 |
| 1 week | ±2.3% ±$2.92 | $123.32 – $129.16 | $122.67 – $129.81 | $120.03 – $132.45 |
| 2 weeks | ±3.2% ±$4.09 | $122.15 – $130.33 | $121.18 – $131.30 | $117.50 – $134.98 |
| 3 weeks | ±4.0% ±$5.01 | $121.23 – $131.25 | $120.00 – $132.48 | $115.64 – $136.84 |
| 1 month | ±4.4% ±$5.52 | $120.72 – $131.76 | $119.36 – $133.12 | $114.55 – $137.93 |
Earnings: priced against what happened
Average implied move
±3.91%
Average actual move
3.07%
Beyond the implied move
1 / 6
Median IV change
-31.09%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 05, 2026 | ±3.53% | +0.75% | 0.21× | 28.4% → 22.4% |
| April 30, 2026 | ±3.27% | -2.19% | 0.67× | — |
| February 05, 2026 | ±3.81% | +3.39% | 0.89× | — |
| August 06, 2025 | ±4.02% | +3.43% | 0.85× | — |
| May 01, 2025 | ±4.46% | -4.75% | 1.06× | — |
| February 06, 2025 | ±4.38% | -3.92% | 0.90× | 31.8% → 18.8% |