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Affirm Holdings AFRM 68.11 -1.55 -2.23%

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 · $67.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$2.34 $65.47 – $70.14 $65.00 – $70.60 $62.80 – $72.81
2 sessions ±4.8% ±$3.25 $64.56 – $71.05 $63.87 – $71.74 $60.81 – $74.80
3 sessions ±6.0% ±$4.09 $63.72 – $71.89 $62.93 – $72.68 $59.11 – $76.50
1 week ±7.7% ±$5.20 $62.61 – $73.00 $61.45 – $74.16 $56.74 – $78.87
2 weeks ±10.0% ±$6.76 $61.04 – $74.56 $59.44 – $76.16 $53.38 – $82.23
3 weeks ±12.1% ±$8.21 $59.60 – $76.01 $57.61 – $78.00 $50.47 – $85.14
1 month ±13.3% ±$9.00 $58.81 – $76.80 $56.58 – $79.03 $48.74 – $86.87
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
±12.11%
Average actual move
10.81%
Beyond the implied move
2 / 5
Median IV change
-35.94%
Reaction session Implied Actual Used ATM IV before → after
November 06, 2026 ±10.37% -2.23% 0.21× —
May 08, 2026 ±10.80% -4.97% 0.46× 106.9% → 72.2%
August 29, 2025 ±12.63% +10.59% 0.84× 95.5% → 56.8%
May 09, 2025 ±12.85% -14.47% 1.13× 104.2% → 66.8%
February 07, 2025 ±13.89% +21.81% 1.57× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →