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Amcor plc Ordinary Shares AMCR 45.84 -2.66 -5.48%

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 · $45.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.60 $45.24 – $46.44 $45.12 – $46.56 $44.55 – $47.13
2 sessions ±1.8% ±$0.83 $45.01 – $46.67 $44.83 – $46.85 $44.03 – $47.65
3 sessions ±2.3% ±$1.05 $44.79 – $46.89 $44.58 – $47.10 $43.60 – $48.08
1 week ±2.9% ±$1.34 $44.50 – $47.18 $44.20 – $47.48 $42.99 – $48.69
2 weeks ±4.1% ±$1.88 $43.96 – $47.72 $43.52 – $48.16 $41.83 – $49.85
3 weeks ±5.1% ±$2.33 $43.51 – $48.17 $42.95 – $48.73 $40.92 – $50.76
1 month ±6.0% ±$2.77 $43.07 – $48.61 $42.38 – $49.30 $39.96 – $51.72
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
±6.43%
Average actual move
6.82%
Beyond the implied move
1 / 3
Median IV change
-37.01%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±6.17% -1.77% 0.29× —
May 06, 2026 ±7.57% +6.83% 0.90× 56.1% → 35.3%
August 14, 2025 ±5.53% -11.87% 2.15× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →