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AT&T Inc T 21.83 0.44 2.06%

Previous-day view · Wed Nov 4 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 04, 2026 close · $21.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.27 $21.64 – $22.17 $21.59 – $22.22 $21.34 – $22.47
2 sessions ±1.7% ±$0.38 $21.53 – $22.28 $21.46 – $22.35 $21.11 – $22.70
3 sessions ±2.1% ±$0.46 $21.44 – $22.37 $21.35 – $22.46 $20.91 – $22.90
1 week ±2.7% ±$0.59 $21.31 – $22.50 $21.18 – $22.63 $20.65 – $23.16
2 weeks ±3.7% ±$0.81 $21.09 – $22.72 $20.90 – $22.91 $20.17 – $23.64
3 weeks ±4.5% ±$0.97 $20.93 – $22.88 $20.69 – $23.12 $19.83 – $23.98
1 month ±5.5% ±$1.20 $20.70 – $23.11 $20.40 – $23.41 $19.34 – $24.47
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
±4.61%
Average actual move
3.11%
Beyond the implied move
2 / 6
Median IV change
-25.02%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±4.27% -6.45% 1.51× —
July 22, 2026 ±5.19% +3.50% 0.68× 39.0% → 31.3%
April 22, 2026 ±4.69% +0.39% 0.08× —
July 23, 2025 ±4.39% +1.20% 0.27× 31.0% → 20.9%
April 23, 2025 ±4.86% +0.85% 0.18× 37.3% → 28.0%
January 27, 2025 ±4.23% +6.25% 1.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →