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FIRST MAJESTIC SILVER CORP AG 15.16 0.27 1.81%

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 · $15.19
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.39 $14.80 – $15.58 $14.72 – $15.66 $14.35 – $16.03
2 sessions ±3.6% ±$0.55 $14.64 – $15.74 $14.53 – $15.85 $14.01 – $16.37
3 sessions ±4.5% ±$0.69 $14.50 – $15.88 $14.37 – $16.01 $13.73 – $16.66
1 week ±5.8% ±$0.88 $14.32 – $16.07 $14.12 – $16.26 $13.33 – $17.06
2 weeks ±7.6% ±$1.15 $14.04 – $16.34 $13.77 – $16.61 $12.74 – $17.64
3 weeks ±9.8% ±$1.49 $13.71 – $16.68 $13.35 – $17.04 $12.05 – $18.33
1 month ±11.5% ±$1.75 $13.44 – $16.94 $13.01 – $17.37 $11.48 – $18.90
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
±7.32%
Average actual move
4.86%
Beyond the implied move
2 / 6
Median IV change
-10.78%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±5.69% -3.25% 0.57× 63.2% → 60.7%
July 30, 2026 ±7.19% +3.09% 0.43× 73.4% → 64.7%
May 12, 2026 ±10.09% +2.67% 0.26× —
August 14, 2025 ±6.71% -0.89% 0.13× 63.7% → 56.4%
May 08, 2025 ±7.27% -11.98% 1.65× 68.7% → 65.9%
February 20, 2025 ±6.98% +7.26% 1.04× 65.9% → 58.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →