American Express Company AXP 332.59 7.09 2.18%
Expected move
November 04, 2026 close · $332.61| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.2% ±$3.99 | $328.62 – $336.60 | $327.82 – $337.40 | $324.03 – $341.19 |
| 2 sessions | ±1.7% ±$5.55 | $327.06 – $338.16 | $325.86 – $339.36 | $320.60 – $344.62 |
| 3 sessions | ±2.1% ±$6.89 | $325.72 – $339.50 | $324.36 – $340.86 | $317.91 – $347.31 |
| 1 week | ±2.6% ±$8.68 | $323.93 – $341.29 | $322.00 – $343.22 | $314.15 – $351.07 |
| 2 weeks | ±3.5% ±$11.77 | $320.84 – $344.38 | $318.04 – $347.18 | $307.46 – $357.76 |
| 3 weeks | ±4.2% ±$14.10 | $318.51 – $346.71 | $315.05 – $350.17 | $302.77 – $362.45 |
| 1 month | ±5.2% ±$17.40 | $315.21 – $350.01 | $310.89 – $354.33 | $295.72 – $369.50 |
Earnings: priced against what happened
Average implied move
±3.91%
Average actual move
2.63%
Beyond the implied move
2 / 7
Median IV change
-27.39%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 23, 2026 | ±3.76% | -3.68% | 0.98× | 35.8% → 26.5% |
| July 24, 2026 | ±3.57% | -4.30% | 1.20× | 34.3% → 25.5% |
| April 23, 2026 | ±3.72% | -4.31% | 1.16× | — |
| January 30, 2026 | ±3.98% | -1.77% | 0.44× | — |
| July 18, 2025 | ±3.58% | -2.35% | 0.66× | 31.6% → 23.0% |
| April 17, 2025 | ±4.70% | -0.64% | 0.14× | 48.4% → 34.8% |
| January 24, 2025 | ±4.04% | -1.39% | 0.34× | 32.9% → 20.4% |