ATEC Moves

Alphatec Holdings ATEC 7.44 -0.36 -4.62%

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Expected move

November 06, 2026 close · $7.46

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.7% ±$0.20	$7.26 – $7.66	$7.22 – $7.70	$7.03 – $7.89
2 sessions	±3.7% ±$0.28	$7.18 – $7.74	$7.12 – $7.80	$6.86 – $8.06
3 sessions	±4.7% ±$0.35	$7.11 – $7.81	$7.04 – $7.88	$6.71 – $8.21
1 week	±6.0% ±$0.45	$7.01 – $7.91	$6.91 – $8.01	$6.51 – $8.41
2 weeks	±8.4% ±$0.63	$6.83 – $8.09	$6.68 – $8.24	$6.12 – $8.80
3 weeks	±10.4% ±$0.78	$6.68 – $8.24	$6.49 – $8.43	$5.82 – $9.10
1 month	±12.4% ±$0.93	$6.53 – $8.39	$6.31 – $8.61	$5.50 – $9.42

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

±17.11%

Average actual move

31.67%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±17.11%	-31.67%	1.85×	—

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