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Archrock Inc AROC 27.54 0.94 3.53%

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

No chain in the last ten days can size a move for AROC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.63%
Average actual move
1.81%
Beyond the implied move
0 / 3
Median IV change
-21.31%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±6.78% -1.83% 0.27× —
August 05, 2025 ±7.01% -3.55% 0.51× 50.8% → 34.9%
May 06, 2025 ±9.10% +0.04% 0.00× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →