Closed
⌘K
Sign in Sign up

AutoNation AN 184.0 -4.12 -2.19%

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 · $183.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$3.38 $180.14 – $186.90 $179.46 – $187.58 $176.27 – $190.77
2 sessions ±2.6% ±$4.70 $178.82 – $188.22 $177.83 – $189.21 $173.39 – $193.65
3 sessions ±3.2% ±$5.91 $177.61 – $189.43 $176.47 – $190.57 $170.93 – $196.11
1 week ±4.1% ±$7.52 $176.00 – $191.04 $174.33 – $192.71 $167.50 – $199.54
2 weeks ±5.8% ±$10.55 $172.97 – $194.07 $170.47 – $196.57 $161.02 – $206.02
3 weeks ±6.8% ±$12.48 $171.04 – $196.00 $168.01 – $199.03 $157.17 – $209.87
1 month ±7.9% ±$14.44 $169.08 – $197.96 $165.50 – $201.54 $152.91 – $214.13
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
±6.83%
Average actual move
1.30%
Beyond the implied move
0 / 1
Median IV change
-31.81%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2025 ±6.83% +1.30% 0.19× 48.1% → 23.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →