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Agnico Eagle Mines Ltd AEM 191.57 2.51 1.33%

Previous-day view · Fri Nov 6 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 06, 2026 close · $191.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$4.15 $187.08 – $195.38 $186.24 – $196.22 $182.32 – $200.14
2 sessions ±3.0% ±$5.78 $185.45 – $197.01 $184.23 – $198.23 $178.78 – $203.68
3 sessions ±3.8% ±$7.27 $183.96 – $198.50 $182.55 – $199.91 $175.76 – $206.70
1 week ±4.8% ±$9.24 $181.99 – $200.47 $179.93 – $202.53 $171.55 – $210.91
2 weeks ±6.9% ±$13.18 $178.05 – $204.41 $174.94 – $207.52 $163.12 – $219.34
3 weeks ±8.3% ±$15.78 $175.45 – $207.01 $171.61 – $210.85 $157.90 – $224.56
1 month ±9.6% ±$18.43 $172.80 – $209.66 $168.23 – $214.23 $152.14 – $230.32
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
±4.60%
Average actual move
2.91%
Beyond the implied move
2 / 6
Median IV change
-16.36%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±3.82% -3.93% 1.03× —
July 30, 2026 ±5.37% +4.38% 0.82× 47.3% → 41.2%
May 01, 2026 ±3.91% -2.47% 0.63× —
July 31, 2025 ±4.13% +0.80% 0.19× 38.9% → 34.2%
April 25, 2025 ±5.77% -0.94% 0.16× 43.8% → 35.1%
February 14, 2025 ±4.61% -4.92% 1.07× 39.0% → 27.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →