Closed
⌘K
Sign in Sign up

Applied Optoelectronics AAOI 46.89 -12.38 -20.89%

Previous-day view · Thu Nov 5 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 05, 2026 close · $47.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±14.8% ±$7.08 $40.83 – $54.99 $39.04 – $56.78 $32.48 – $63.34
2 sessions Earnings ±16.3% ±$7.80 $40.11 – $55.71 $38.19 – $57.63 $30.99 – $64.83
3 sessions Earnings ±17.7% ±$8.48 $39.43 – $56.39 $37.47 – $58.35 $29.70 – $66.12
1 week Earnings ±19.4% ±$9.30 $38.61 – $57.21 $36.36 – $59.46 $28.36 – $67.46
2 weeks Earnings ±22.7% ±$10.88 $37.03 – $58.79 $34.47 – $61.35 $24.97 – $70.85
3 weeks Earnings ±25.4% ±$12.19 $35.72 – $60.10 $32.82 – $63.00 $22.29 – $73.53
1 month Earnings ±28.3% ±$13.55 $34.36 – $61.46 $31.08 – $64.74 $19.40 – $76.42
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AAOI reports in 1 session; only the horizons marked Earnings include its jump. 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
±17.57%
Average actual move
4.64%
Beyond the implied move
0 / 4
Median IV change
-33.48%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±15.66% +9.19% 0.59× —
May 08, 2026 ±16.57% -5.46% 0.33× —
August 08, 2025 ±19.26% -3.31% 0.17× 138.4% → 90.6%
May 09, 2025 ±18.80% -0.61% 0.03× 155.3% → 105.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →