Arm Holdings plc American Depositary ARM 174.62 7.9 4.74% Regime: Vol Expansion (83%)
Expected move
November 06, 2026 close · $175.21| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±4.0% ±$7.03 | $168.19 – $182.24 | $166.77 – $183.66 | $160.13 – $190.30 |
| 2 sessions | ±5.6% ±$9.78 | $165.43 – $184.99 | $163.37 – $187.06 | $154.12 – $196.31 |
| 3 sessions | ±7.0% ±$12.32 | $162.89 – $187.53 | $160.51 – $189.91 | $148.98 – $201.44 |
| 1 week | ±8.9% ±$15.65 | $159.57 – $190.86 | $156.06 – $194.36 | $141.87 – $208.55 |
| 2 weeks | ±11.6% ±$20.26 | $154.96 – $195.47 | $150.16 – $200.27 | $132.00 – $218.42 |
| 3 weeks | ±13.7% ±$24.01 | $151.21 – $199.22 | $145.37 – $205.05 | $124.49 – $225.94 |
| 1 month | ±16.1% ±$28.26 | $146.95 – $203.47 | $139.92 – $210.50 | $115.29 – $235.13 |
Earnings: priced against what happened
Average implied move
±10.30%
Average actual move
8.46%
Beyond the implied move
2 / 7
Median IV change
-27.47%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 05, 2026 | ±9.92% | -13.08% | 1.32× | — |
| July 30, 2026 | ±11.45% | +7.40% | 0.65× | — |
| May 07, 2026 | ±13.98% | -10.11% | 0.72× | — |
| February 05, 2026 | ±9.41% | +5.70% | 0.61× | — |
| July 31, 2025 | ±8.40% | -13.44% | 1.60× | 66.9% → 53.0% |
| May 08, 2025 | ±8.58% | -6.18% | 0.72× | 71.1% → 51.5% |
| February 06, 2025 | ±10.35% | -3.34% | 0.32× | 78.4% → 50.1% |