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APA Corporation Common Stock APA 44.63 1.15 2.64%

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 · $44.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$0.97 $43.66 – $45.60 $43.46 – $45.80 $42.54 – $46.72
2 sessions ±3.0% ±$1.35 $43.28 – $45.98 $42.99 – $46.27 $41.71 – $47.55
3 sessions ±3.8% ±$1.70 $42.93 – $46.33 $42.59 – $46.67 $41.00 – $48.26
1 week ±4.8% ±$2.16 $42.47 – $46.79 $41.98 – $47.28 $40.02 – $49.24
2 weeks ±6.7% ±$2.98 $41.65 – $47.61 $40.95 – $48.31 $38.28 – $50.98
3 weeks ±8.2% ±$3.67 $40.96 – $48.30 $40.06 – $49.20 $36.86 – $52.40
1 month ±9.9% ±$4.40 $40.23 – $49.03 $39.13 – $50.13 $35.28 – $53.98
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
±5.40%
Average actual move
5.42%
Beyond the implied move
3 / 6
Median IV change
-8.66%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±5.26% -2.27% 0.43× 55.1% → 56.0%
August 06, 2026 ±5.05% +5.40% 1.07× —
May 07, 2026 ±5.68% -5.38% 0.95× 56.4% → 48.7%
August 07, 2025 ±5.04% +7.75% 1.54× 53.2% → 51.1%
May 08, 2025 ±6.10% +4.52% 0.74× 62.6% → 56.0%
February 27, 2025 ±5.27% -7.22% 1.37× 48.4% → 44.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →