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Arbor Realty Trust ABR 1.47 -0.13 -8.13%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for ABR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.23%
Average actual move
6.11%
Beyond the implied move
2 / 5
Median IV change
-9.64%
Reaction session Implied Actual Used ATM IV before → after
July 31, 2026 ±6.78% +4.59% 0.68× —
February 27, 2026 ±7.44% +9.23% 1.24× —
August 01, 2025 ±4.88% +0.36% 0.07× 50.1% → 45.3%
May 02, 2025 ±7.76% -3.07% 0.40× —
February 21, 2025 ±4.30% -13.29% 3.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →