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Assured Guaranty AGO 73.45 1.69 2.36%

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 · $73.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.79 $72.66 – $74.24 $72.50 – $74.40 $71.75 – $75.15
2 sessions ±1.5% ±$1.11 $72.34 – $74.56 $72.11 – $74.79 $71.06 – $75.84
3 sessions ±1.9% ±$1.40 $72.05 – $74.85 $71.79 – $75.11 $70.48 – $76.42
1 week ±2.4% ±$1.77 $71.68 – $75.22 $71.28 – $75.62 $69.68 – $77.22
2 weeks ±3.4% ±$2.48 $70.97 – $75.93 $70.38 – $76.52 $68.15 – $78.75
3 weeks ±4.2% ±$3.08 $70.37 – $76.53 $69.62 – $77.28 $66.95 – $79.95
1 month ±5.0% ±$3.67 $69.78 – $77.12 $68.87 – $78.03 $65.68 – $81.22
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
±5.67%
Average actual move
4.39%
Beyond the implied move
1 / 3
Median IV change
-28.37%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±5.79% -8.95% 1.55× —
August 08, 2025 ±5.21% -3.02% 0.58× —
May 09, 2025 ±5.99% -1.19% 0.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →