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Antero Midstream Corporation Common Stock AM 20.4 0.38 1.9%

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 · $20.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.24 $20.13 – $20.61 $20.08 – $20.66 $19.85 – $20.89
2 sessions ±1.7% ±$0.34 $20.03 – $20.71 $19.96 – $20.78 $19.64 – $21.10
3 sessions ±2.1% ±$0.43 $19.95 – $20.80 $19.86 – $20.88 $19.46 – $21.28
1 week ±2.7% ±$0.54 $19.83 – $20.91 $19.71 – $21.03 $19.22 – $21.52
2 weeks ±3.7% ±$0.76 $19.61 – $21.13 $19.43 – $21.31 $18.75 – $21.99
3 weeks ±4.6% ±$0.94 $19.43 – $21.31 $19.20 – $21.54 $18.38 – $22.36
1 month ±5.5% ±$1.12 $19.25 – $21.49 $18.97 – $21.77 $17.99 – $22.75
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
±4.10%
Average actual move
6.12%
Beyond the implied move
1 / 1
Median IV change
-5.61%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±4.10% +6.12% 1.49× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →