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Aehr Test Systems AEHR 49.16 -11.68 -19.2%

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 · $50.10
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±6.5% ±$3.24 $46.86 – $53.34 $46.21 – $53.99 $43.16 – $57.04
2 sessions ±9.0% ±$4.50 $45.60 – $54.60 $44.64 – $55.56 $40.39 – $59.81
3 sessions ±11.3% ±$5.67 $44.43 – $55.77 $43.34 – $56.86 $38.03 – $62.17
1 week ±14.4% ±$7.20 $42.90 – $57.30 $41.29 – $58.91 $34.75 – $65.45
2 weeks ±18.8% ±$9.43 $40.67 – $59.53 $38.43 – $61.77 $29.97 – $70.23
3 weeks ±22.5% ±$11.25 $38.85 – $61.35 $36.11 – $64.09 $26.32 – $73.88
1 month ±25.5% ±$12.76 $37.34 – $62.86 $34.18 – $66.02 $23.06 – $77.14
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±20.31%
Average actual move
20.27%
Beyond the implied move
2 / 3
Median IV change
-50.29%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±17.97% +26.50% 1.47× —
July 15, 2026 ±21.04% +21.91% 1.04× —
July 09, 2025 ±21.92% -12.39% 0.57× 167.5% → 83.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →