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Air Products & Chemicals APD 318.87 5.9 1.89%

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 · $318.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±4.2% ±$13.46 $305.41 – $332.33 $302.00 – $335.74 $289.50 – $348.24
2 sessions Earnings ±4.5% ±$14.48 $304.39 – $333.35 $300.82 – $336.92 $287.46 – $350.28
3 sessions Earnings ±4.8% ±$15.40 $303.47 – $334.27 $299.90 – $337.84 $285.80 – $351.94
1 week Earnings ±5.1% ±$16.33 $302.54 – $335.20 $298.59 – $339.15 $284.56 – $353.18
2 weeks Earnings ±5.7% ±$18.02 $300.85 – $336.89 $296.61 – $341.13 $280.89 – $356.85
3 weeks Earnings ±6.1% ±$19.45 $299.42 – $338.32 $294.80 – $342.94 $277.99 – $359.75
1 month Earnings ±6.6% ±$20.98 $297.89 – $339.85 $292.82 – $344.92 $274.74 – $363.00
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. APD reports in 1 session; only the horizons marked Earnings include its jump. 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
±6.16%
Average actual move
1.99%
Beyond the implied move
0 / 1
Median IV change
-31.12%
Reaction session Implied Actual Used ATM IV before → after
November 07, 2024 ±6.16% +1.99% 0.32× 48.5% → 22.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →