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Arista Networks ANET 178.48 8.57 5.04%

Previous-day view · Wed Nov 4 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 04, 2026 close · $178.31
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$5.33 $172.98 – $183.64 $171.91 – $184.71 $166.86 – $189.76
2 sessions ±4.2% ±$7.42 $170.89 – $185.73 $169.32 – $187.30 $162.30 – $194.32
3 sessions ±4.9% ±$8.74 $169.57 – $187.05 $167.88 – $188.74 $159.69 – $196.93
1 week ±5.9% ±$10.45 $167.86 – $188.76 $165.53 – $191.09 $156.04 – $200.58
2 weeks ±7.7% ±$13.78 $164.53 – $192.09 $161.26 – $195.36 $148.91 – $207.71
3 weeks ±9.4% ±$16.85 $161.46 – $195.16 $157.36 – $199.26 $142.68 – $213.94
1 month ±11.0% ±$19.60 $158.71 – $197.91 $153.85 – $202.77 $136.76 – $219.86
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
±9.68%
Average actual move
8.48%
Beyond the implied move
2 / 6
Median IV change
-37.70%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±9.28% +5.04% 0.54× —
August 05, 2026 ±10.47% +3.57% 0.34× —
May 06, 2026 ±9.36% -13.61% 1.45× —
August 06, 2025 ±9.23% +17.49% 1.90× —
May 07, 2025 ±9.86% -4.76% 0.48× 69.5% → 42.1%
February 19, 2025 ±9.86% -6.43% 0.65× 69.7% → 44.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →