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ANTERO RESOURCES CORPORATION AR 38.71 0.5 1.31%

Previous-day view · Thu Nov 12 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 12, 2026 close · $38.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.64 $38.16 – $39.44 $38.03 – $39.57 $37.42 – $40.18
2 sessions ±2.3% ±$0.90 $37.90 – $39.70 $37.71 – $39.89 $36.87 – $40.73
3 sessions ±2.9% ±$1.13 $37.67 – $39.93 $37.45 – $40.15 $36.40 – $41.20
1 week ±3.7% ±$1.43 $37.37 – $40.23 $37.05 – $40.55 $35.75 – $41.85
2 weeks ±5.1% ±$1.98 $36.82 – $40.78 $36.35 – $41.25 $34.57 – $43.03
3 weeks ±6.3% ±$2.45 $36.35 – $41.25 $35.75 – $41.85 $33.62 – $43.98
1 month ±7.6% ±$2.96 $35.84 – $41.76 $35.11 – $42.49 $32.52 – $45.08
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
±5.29%
Average actual move
1.50%
Beyond the implied move
0 / 6
Median IV change
-17.09%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±4.22% -2.16% 0.51× 47.4% → 38.1%
July 30, 2026 ±5.55% +0.46% 0.08× —
April 30, 2026 ±5.19% +0.64% 0.12× —
July 31, 2025 ±4.66% +3.28% 0.70× 45.8% → 39.8%
May 01, 2025 ±6.46% -0.52% 0.08× 59.1% → 50.4%
February 13, 2025 ±5.69% +1.96% 0.34× 46.0% → 37.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →