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AstraZeneca PLC AZN 186.43 -0.42 -0.22%

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 · $186.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$2.37 $184.25 – $188.99 $183.78 – $189.46 $181.54 – $191.70
2 sessions ±1.8% ±$3.28 $183.34 – $189.90 $182.63 – $190.61 $179.53 – $193.71
3 sessions ±2.2% ±$4.14 $182.48 – $190.76 $181.67 – $191.57 $177.79 – $195.45
1 week ±2.8% ±$5.26 $181.36 – $191.88 $180.18 – $193.06 $175.40 – $197.84
2 weeks ±4.0% ±$7.39 $179.23 – $194.01 $177.48 – $195.76 $170.85 – $202.39
3 weeks ±4.8% ±$8.90 $177.72 – $195.52 $175.55 – $197.69 $167.83 – $205.41
1 month ±5.6% ±$10.41 $176.21 – $197.03 $173.61 – $199.63 $164.54 – $208.70
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
±4.64%
Average actual move
2.52%
Beyond the implied move
0 / 3
Median IV change
-32.34%
Reaction session Implied Actual Used ATM IV before → after
July 29, 2025 ±4.00% +2.99% 0.75× —
April 29, 2025 ±4.70% +2.55% 0.54× 41.0% → 27.8%
February 06, 2025 ±5.22% +2.01% 0.39× 42.1% → 25.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →