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Archer Aviation Inc ACHR 3.87 -0.25 -6.07%

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 · $3.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.13 $3.75 – $4.00 $3.72 – $4.03 $3.60 – $4.15
2 sessions ±4.5% ±$0.17 $3.70 – $4.05 $3.66 – $4.09 $3.50 – $4.25
3 sessions Earnings ±13.5% ±$0.53 $3.35 – $4.40 $3.23 – $4.52 $2.75 – $5.00
1 week Earnings ±14.5% ±$0.57 $3.31 – $4.44 $3.18 – $4.57 $2.69 – $5.06
2 weeks Earnings ±16.4% ±$0.63 $3.24 – $4.51 $3.09 – $4.66 $2.53 – $5.22
3 weeks Earnings ±18.1% ±$0.71 $3.17 – $4.58 $3.01 – $4.74 $2.40 – $5.35
1 month Earnings ±19.8% ±$0.76 $3.11 – $4.64 $2.92 – $4.83 $2.26 – $5.49
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ACHR reports in 3 sessions; 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
±12.10%
Average actual move
10.45%
Beyond the implied move
2 / 5
Median IV change
-27.24%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±13.90% +8.47% 0.61× 115.3% → 83.9%
May 12, 2026 ±12.31% -2.29% 0.19× —
August 12, 2025 ±13.31% +7.44% 0.56× 112.5% → 75.8%
May 13, 2025 ±12.39% +22.91% 1.85× 105.3% → 101.3%
November 08, 2024 ±8.57% +11.14% 1.30× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →