Apple Inc AAPL 349.51 17.61 5.31% Regime: Trend Up (95%)
Expected move
November 04, 2026 close · $349.76| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.1% ±$4.02 | $345.74 – $353.78 | $344.93 – $354.59 | $341.12 – $358.40 |
| 2 sessions | ±1.6% ±$5.60 | $344.16 – $355.36 | $342.97 – $356.55 | $337.69 – $361.83 |
| 3 sessions | ±2.0% ±$7.14 | $342.62 – $356.90 | $341.26 – $358.26 | $334.58 – $364.94 |
| 1 week | ±2.4% ±$8.39 | $341.37 – $358.15 | $339.51 – $360.01 | $331.89 – $367.63 |
| 2 weeks | ±3.3% ±$11.68 | $338.08 – $361.44 | $335.31 – $364.21 | $324.82 – $374.70 |
| 3 weeks | ±4.0% ±$13.85 | $335.91 – $363.61 | $332.55 – $366.97 | $320.52 – $379.00 |
| 1 month | ±4.7% ±$16.54 | $333.22 – $366.30 | $329.12 – $370.40 | $314.71 – $384.81 |
Earnings: priced against what happened
Average implied move
±4.12%
Average actual move
2.84%
Beyond the implied move
1 / 7
Median IV change
-25.06%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 03, 2026 | ±4.60% | -1.90% | 0.41× | 36.2% → 25.4% |
| July 31, 2026 | ±3.76% | -7.35% | 1.96× | — |
| May 01, 2026 | ±3.89% | +3.24% | 0.83× | — |
| January 30, 2026 | ±3.91% | +0.46% | 0.12× | — |
| August 01, 2025 | ±4.37% | -2.50% | 0.57× | 37.9% → 29.3% |
| May 02, 2025 | ±4.25% | -3.74% | 0.88× | 39.7% → 29.3% |
| January 31, 2025 | ±4.07% | -0.67% | 0.16× | 34.2% → 26.0% |