ARR Moves

ARMOUR Residential REIT ARR 12.58 -0.02 -0.16%

Previous-day view · Thu Nov 5 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 05, 2026 close · $12.57

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$0.25	$12.32 – $12.82	$12.28 – $12.86	$12.05 – $13.09
2 sessions	±2.7% ±$0.34	$12.23 – $12.91	$12.16 – $12.98	$11.84 – $13.30
3 sessions	±3.4% ±$0.43	$12.14 – $13.00	$12.06 – $13.08	$11.66 – $13.48
1 week	±4.3% ±$0.54	$12.03 – $13.11	$11.90 – $13.24	$11.41 – $13.73
2 weeks	±6.1% ±$0.76	$11.81 – $13.33	$11.62 – $13.52	$10.94 – $14.20
3 weeks	±7.1% ±$0.89	$11.68 – $13.46	$11.47 – $13.67	$10.69 – $14.45
1 month	±8.0% ±$1.00	$11.57 – $13.57	$11.32 – $13.82	$10.45 – $14.69

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

±2.64%

Average actual move

1.59%

Beyond the implied move

0 / 1

Median IV change

-4.06%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 13, 2025	±2.64%	+1.59%	0.60×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →