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AGNC Investment Corp AGNC 8.78 -0.04 -0.45%

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 · $8.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.14 $8.66 – $8.94 $8.64 – $8.96 $8.51 – $9.09
2 sessions ±2.2% ±$0.19 $8.61 – $8.99 $8.57 – $9.03 $8.39 – $9.21
3 sessions ±2.7% ±$0.24 $8.56 – $9.04 $8.51 – $9.09 $8.29 – $9.31
1 week ±3.5% ±$0.31 $8.49 – $9.11 $8.43 – $9.17 $8.15 – $9.45
2 weeks ±4.5% ±$0.40 $8.40 – $9.20 $8.31 – $9.29 $7.96 – $9.64
3 weeks ±5.6% ±$0.49 $8.31 – $9.29 $8.19 – $9.41 $7.77 – $9.83
1 month ±6.6% ±$0.58 $8.22 – $9.38 $8.08 – $9.52 $7.57 – $10.03
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
±3.95%
Average actual move
2.43%
Beyond the implied move
1 / 6
Median IV change
-7.40%
Reaction session Implied Actual Used ATM IV before → after
October 20, 2026 ±3.73% +4.27% 1.14× 38.4% → 35.5%
April 21, 2026 ±3.20% +1.30% 0.41× —
January 27, 2026 ±4.11% +3.14% 0.76× —
July 22, 2025 ±3.90% +1.52% 0.39× —
April 22, 2025 ±4.84% +3.55% 0.73× 44.6% → 42.2%
January 28, 2025 ±3.93% +0.82% 0.21× 25.7% → 16.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →