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AAR Corp AIR 109.21 4.73 4.53%

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 · $109.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.25 $107.20 – $111.71 $106.75 – $112.16 $104.63 – $114.28
2 sessions ±2.9% ±$3.14 $106.32 – $112.59 $105.66 – $113.25 $102.70 – $116.21
3 sessions ±3.6% ±$3.95 $105.51 – $113.40 $104.75 – $114.16 $101.06 – $117.85
1 week ±4.6% ±$5.02 $104.44 – $114.47 $103.33 – $115.58 $98.78 – $120.13
2 weeks ±6.4% ±$7.03 $102.43 – $116.48 $100.76 – $118.15 $94.46 – $124.45
3 weeks ±8.0% ±$8.70 $100.75 – $118.16 $98.63 – $120.28 $91.06 – $127.85
1 month ±9.5% ±$10.36 $99.09 – $119.82 $96.51 – $122.40 $87.47 – $131.44
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AIR reports in 40 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
±8.64%
Average actual move
11.15%
Beyond the implied move
1 / 2
Median IV change
-27.35%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2025 ±8.05% +13.65% 1.70× —
January 08, 2025 ±9.23% +8.65% 0.94× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →