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AngloGold Ashanti plc AU 92.99 4.43 5.0%

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

November 06, 2026 close · $92.99
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$2.18 $90.81 – $95.17 $90.38 – $95.60 $88.31 – $97.67
2 sessions ±3.3% ±$3.03 $89.96 – $96.02 $89.32 – $96.66 $86.45 – $99.53
3 sessions ±4.1% ±$3.81 $89.18 – $96.80 $88.43 – $97.55 $84.86 – $101.12
1 week ±5.2% ±$4.85 $88.14 – $97.84 $87.06 – $98.92 $82.65 – $103.33
2 weeks ±7.3% ±$6.81 $86.18 – $99.80 $84.57 – $101.41 $78.46 – $107.52
3 weeks ±8.6% ±$8.03 $84.96 – $101.02 $83.01 – $102.97 $76.04 – $109.94
1 month ±10.0% ±$9.26 $83.73 – $102.25 $81.42 – $104.56 $73.34 – $112.64
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
±5.62%
Average actual move
5.56%
Beyond the implied move
1 / 3
Median IV change
-10.93%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±4.74% +6.15% 1.30× —
May 09, 2025 ±7.17% +7.00% 0.98× —
February 19, 2025 ±4.97% -3.54% 0.71× 45.2% → 42.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →