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Amentum Holdings AMTM 21.37 -0.86 -3.87%

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

No chain in the last ten days can size a move for AMTM.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.07%
Average actual move
5.67%
Beyond the implied move
1 / 5
Median IV change
-21.60%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±11.15% -8.22% 0.74× —
May 12, 2026 ±11.38% +1.55% 0.14× —
February 10, 2026 ±12.16% -12.38% 1.02× —
August 06, 2025 ±10.37% +1.70% 0.16× —
May 07, 2025 ±10.29% -4.52% 0.44× 76.7% → 60.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →