Advanced Micro Devices AMD 488.78 4.88 1.01% Regime: Trend Down (94%)
Expected move
November 04, 2026 close · $483.16| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.7% ±$18.02 | $465.14 – $501.18 | $461.56 – $504.76 | $444.56 – $521.76 |
| 2 sessions | ±5.2% ±$25.03 | $458.13 – $508.19 | $452.82 – $513.50 | $429.19 – $537.13 |
| 3 sessions | ±6.2% ±$29.71 | $453.45 – $512.87 | $447.74 – $518.58 | $419.91 – $546.41 |
| 1 week | ±7.3% ±$35.32 | $447.84 – $518.48 | $439.97 – $526.35 | $407.93 – $558.39 |
| 2 weeks | ±9.3% ±$44.89 | $438.27 – $528.05 | $427.60 – $538.72 | $387.35 – $578.97 |
| 3 weeks | ±11.0% ±$53.24 | $429.92 – $536.40 | $416.97 – $549.35 | $370.63 – $595.69 |
| 1 month | ±12.5% ±$60.44 | $422.72 – $543.60 | $407.69 – $558.63 | $354.98 – $611.34 |
Earnings: priced against what happened
Average implied move
±8.34%
Average actual move
8.35%
Beyond the implied move
2 / 7
Median IV change
-29.01%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 04, 2026 | ±8.11% | +1.01% | 0.12× | — |
| August 05, 2026 | ±7.74% | -7.04% | 0.91× | — |
| May 06, 2026 | ±8.84% | +18.61% | 2.11× | — |
| February 04, 2026 | ±8.51% | -17.31% | 2.03× | — |
| August 06, 2025 | ±8.29% | -6.42% | 0.77× | 62.1% → 44.1% |
| May 07, 2025 | ±8.14% | +1.76% | 0.22× | 63.9% → 50.3% |
| February 05, 2025 | ±8.74% | -6.27% | 0.72× | 60.5% → 39.7% |