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AMN Healthcare Services AMN 36.19 -11.23 -23.68%

Previous-day view · Fri Nov 6 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 06, 2026 close · $36.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.88 $35.83 – $37.58 $35.65 – $37.76 $34.82 – $38.59
2 sessions ±3.3% ±$1.23 $35.48 – $37.93 $35.23 – $38.18 $34.07 – $39.34
3 sessions ±4.2% ±$1.54 $35.17 – $38.24 $34.87 – $38.54 $33.43 – $39.98
1 week ±5.3% ±$1.95 $34.75 – $38.66 $34.31 – $39.10 $32.54 – $40.87
2 weeks ±7.5% ±$2.75 $33.96 – $39.45 $33.31 – $40.10 $30.85 – $42.56
3 weeks ±9.3% ±$3.40 $33.31 – $40.10 $32.48 – $40.93 $29.52 – $43.89
1 month ±11.0% ±$4.05 $32.66 – $40.75 $31.65 – $41.76 $28.12 – $45.29
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
±12.99%
Average actual move
11.54%
Beyond the implied move
2 / 5
Median IV change
-29.81%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±11.80% +29.04% 2.46× —
February 20, 2026 ±11.72% +11.81% 1.01× —
August 08, 2025 ±14.04% +1.89% 0.13× 115.1% → 64.3%
May 09, 2025 ±15.37% +8.21% 0.53× —
February 21, 2025 ±12.00% +6.73% 0.56× 83.2% → 70.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →