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Align Technology Inc ALGN 164.9 13.32 8.79%

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 · $165.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.94 $162.19 – $168.06 $161.59 – $168.66 $158.80 – $171.45
2 sessions ±2.5% ±$4.09 $161.03 – $169.22 $160.15 – $170.10 $156.29 – $173.96
3 sessions ±3.1% ±$5.16 $159.97 – $170.28 $158.97 – $171.28 $154.14 – $176.11
1 week ±4.0% ±$6.56 $158.57 – $171.68 $157.10 – $173.15 $151.16 – $179.09
2 weeks ±5.5% ±$9.00 $156.13 – $174.12 $153.98 – $176.27 $145.90 – $184.35
3 weeks ±6.6% ±$10.97 $154.16 – $176.09 $151.50 – $178.75 $141.96 – $188.29
1 month ±8.0% ±$13.25 $151.88 – $178.37 $148.60 – $181.65 $137.05 – $193.20
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
±10.61%
Average actual move
7.44%
Beyond the implied move
1 / 6
Median IV change
-43.59%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±9.99% +0.06% 0.01× —
July 30, 2026 ±11.27% -3.70% 0.33× —
April 30, 2026 ±10.48% -1.34% 0.13× —
July 31, 2025 ±9.75% -36.63% 3.76× —
May 01, 2025 ±11.89% +1.98% 0.17× 82.6% → 48.1%
February 06, 2025 ±10.28% +0.93% 0.09× 70.0% → 38.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →