ATEX Moves

You're reading the free version. Trader adds the live tape and alerts. Start tracking

Anterix Inc ATEX 80.14 -2.55 -3.08%

Previous-day view · Fri Nov 13 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 13, 2026 close · $80.14

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.2% ±$2.56	$77.58 – $82.70	$77.06 – $83.22	$74.63 – $85.65
2 sessions	±4.5% ±$3.57	$76.57 – $83.71	$75.81 – $84.47	$72.45 – $87.83
3 sessions	±5.6% ±$4.50	$75.64 – $84.64	$74.78 – $85.50	$70.57 – $89.71
1 week	±7.1% ±$5.71	$74.43 – $85.85	$73.16 – $87.12	$67.97 – $92.31
2 weeks	±10.0% ±$8.01	$72.13 – $88.15	$70.23 – $90.05	$63.05 – $97.23
3 weeks	±12.4% ±$9.92	$70.22 – $90.06	$67.80 – $92.48	$59.17 – $101.11
1 month	±14.8% ±$11.82	$68.32 – $91.96	$65.39 – $94.89	$55.08 – $105.20

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

±12.10%

Average actual move

8.82%

Beyond the implied move

1 / 4

Median IV change

-36.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 12, 2026	±14.04%	-4.45%	0.32×	—
June 11, 2026	±14.20%	+25.72%	1.81×	—
August 13, 2025	±8.82%	-4.42%	0.50×	—
February 12, 2025	±11.34%	-0.69%	0.06×	—

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