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Autoliv ALV 118.86 -2.51 -2.07%

Previous-day view · Thu Nov 12 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 12, 2026 close · $118.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.68 $117.18 – $120.54 $116.85 – $120.87 $115.27 – $122.45
2 sessions ±2.0% ±$2.33 $116.53 – $121.19 $116.04 – $121.68 $113.84 – $123.88
3 sessions ±2.5% ±$2.94 $115.92 – $121.80 $115.37 – $122.35 $112.62 – $125.10
1 week ±3.1% ±$3.72 $115.14 – $122.58 $114.31 – $123.41 $110.92 – $126.80
2 weeks ±4.0% ±$4.81 $114.05 – $123.67 $112.89 – $124.83 $108.58 – $129.14
3 weeks ±4.8% ±$5.69 $113.17 – $124.55 $111.78 – $125.94 $106.82 – $130.90
1 month ±5.5% ±$6.60 $112.26 – $125.46 $110.62 – $127.10 $104.87 – $132.85
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
±5.86%
Average actual move
5.05%
Beyond the implied move
1 / 4
Median IV change
-29.84%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2026 ±5.44% -3.78% 0.70× —
April 17, 2026 ±6.11% +6.82% 1.12× —
July 18, 2025 ±5.99% -4.02% 0.67× 32.7% → 23.0%
April 16, 2025 ±5.90% +5.56% 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 →