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American Airlines Group Inc AAL 14.11 -0.05 -0.35%
Expected move
November 10, 2026 close · $14.15| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.0% ±$0.28 | $13.87 – $14.43 | $13.82 – $14.48 | $13.55 – $14.75 |
| 2 sessions | ±2.7% ±$0.39 | $13.76 – $14.54 | $13.68 – $14.62 | $13.32 – $14.98 |
| 3 sessions | ±3.4% ±$0.49 | $13.66 – $14.64 | $13.57 – $14.73 | $13.11 – $15.19 |
| 1 week | ±4.4% ±$0.62 | $13.53 – $14.77 | $13.39 – $14.91 | $12.82 – $15.48 |
| 2 weeks | ±6.1% ±$0.87 | $13.28 – $15.02 | $13.08 – $15.22 | $12.30 – $16.00 |
| 3 weeks | ±7.7% ±$1.09 | $13.06 – $15.24 | $12.80 – $15.50 | $11.85 – $16.45 |
| 1 month | ±9.4% ±$1.33 | $12.82 – $15.48 | $12.49 – $15.81 | $11.33 – $16.97 |
Earnings: priced against what happened
Average implied move
±7.08%
Average actual move
6.03%
Beyond the implied move
3 / 7
Median IV change
-22.04%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 22, 2026 | ±5.84% | +2.98% | 0.51× | — |
| July 23, 2026 | ±6.52% | -8.35% | 1.28× | 59.0% → 56.6% |
| April 23, 2026 | ±5.91% | +2.43% | 0.41× | 59.9% → 58.3% |
| January 27, 2026 | ±7.17% | -7.00% | 0.98× | — |
| July 24, 2025 | ±8.12% | -9.62% | 1.18× | 59.7% → 42.2% |
| April 24, 2025 | ±7.99% | +3.11% | 0.39× | 71.8% → 56.0% |
| January 23, 2025 | ±8.01% | -8.74% | 1.09× | 57.6% → 39.1% |