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Allegro MicroSystems ALGM 31.25 -2.41 -7.16%

Previous-day view · Wed Nov 4 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 04, 2026 close · $30.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$1.01 $29.80 – $31.82 $29.59 – $32.03 $28.63 – $32.99
2 sessions ±4.6% ±$1.41 $29.40 – $32.22 $29.10 – $32.52 $27.77 – $33.85
3 sessions ±5.8% ±$1.78 $29.03 – $32.59 $28.69 – $32.93 $27.03 – $34.59
1 week ±7.3% ±$2.26 $28.55 – $33.07 $28.05 – $33.57 $26.00 – $35.62
2 weeks ±10.3% ±$3.17 $27.64 – $33.98 $26.89 – $34.73 $24.05 – $37.57
3 weeks ±12.6% ±$3.88 $26.93 – $34.69 $25.99 – $35.63 $22.62 – $39.00
1 month ±14.8% ±$4.55 $26.26 – $35.36 $25.13 – $36.49 $21.17 – $40.45
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
±13.14%
Average actual move
6.70%
Beyond the implied move
0 / 1
Median IV change
-21.35%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±13.14% -6.70% 0.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →