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Assurant AIZ 306.87 -1.65 -0.53%

Previous-day view · Thu Nov 5 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 05, 2026 close · $305.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$3.76 $301.96 – $309.48 $301.20 – $310.25 $297.65 – $313.79
2 sessions ±1.7% ±$5.23 $300.50 – $310.95 $299.40 – $312.05 $294.44 – $317.00
3 sessions ±2.2% ±$6.61 $299.12 – $312.33 $297.87 – $313.58 $291.69 – $319.76
1 week ±2.7% ±$8.38 $297.35 – $314.10 $295.48 – $315.97 $287.87 – $323.58
2 weeks ±3.8% ±$11.74 $293.98 – $317.46 $291.17 – $320.28 $280.65 – $330.79
3 weeks ±4.6% ±$14.04 $291.69 – $319.76 $288.27 – $323.18 $276.07 – $335.38
1 month ±5.3% ±$16.21 $289.52 – $321.93 $285.52 – $325.93 $271.39 – $340.06
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
±4.96%
Average actual move
2.56%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±4.96% -2.56% 0.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →