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C3 AI 11.69 0.31 2.72%

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 · $11.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.38 $11.31 – $12.07 $11.23 – $12.15 $10.87 – $12.51
2 sessions ±4.5% ±$0.53 $11.16 – $12.22 $11.05 – $12.33 $10.54 – $12.84
3 sessions ±5.7% ±$0.67 $11.02 – $12.36 $10.89 – $12.49 $10.26 – $13.12
1 week ±7.3% ±$0.85 $10.84 – $12.54 $10.65 – $12.73 $9.88 – $13.50
2 weeks ±10.2% ±$1.19 $10.50 – $12.88 $10.21 – $13.17 $9.14 – $14.24
3 weeks ±12.6% ±$1.48 $10.21 – $13.17 $9.85 – $13.53 $8.57 – $14.81
1 month Earnings ±16.1% ±$1.88 $9.81 – $13.57 $9.35 – $14.03 $7.73 – $15.65
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AI reports in 18 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
±12.76%
Average actual move
9.01%
Beyond the implied move
2 / 7
Median IV change
-35.85%
Reaction session Implied Actual Used ATM IV before → after
September 03, 2026 ±13.88% +3.61% 0.26× —
May 08, 2026 ±3.29% +3.03% 0.92× 73.0% → 71.9%
February 26, 2026 ±13.68% -18.53% 1.35× —
September 04, 2025 ±11.87% -7.31% 0.62× 88.7% → 52.7%
May 29, 2025 ±13.71% +20.76% 1.52× 101.2% → 76.0%
February 27, 2025 ±15.02% -9.68% 0.64× 108.9% → 69.9%
December 10, 2024 ±17.87% +0.12% 0.01× 142.4% → 82.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →