AGCO Moves

AGCO Corporation AGCO 110.22 -2.47 -2.19%

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 · $110.42

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$1.97	$108.46 – $112.39	$108.07 – $112.77	$106.22 – $114.63
2 sessions	±2.5% ±$2.73	$107.69 – $113.15	$107.11 – $113.73	$104.54 – $116.31
3 sessions	±3.1% ±$3.44	$106.99 – $113.86	$106.33 – $114.52	$103.10 – $117.74
1 week	±4.0% ±$4.37	$106.05 – $114.79	$105.08 – $115.77	$101.11 – $119.73
2 weeks	±5.5% ±$6.13	$104.29 – $116.55	$102.84 – $118.01	$97.34 – $123.51
3 weeks	±6.7% ±$7.38	$103.05 – $117.80	$101.26 – $119.59	$94.84 – $126.00
1 month	±7.8% ±$8.58	$101.84 – $119.00	$99.72 – $121.12	$92.24 – $128.61

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

±7.96%

Average actual move

5.55%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±7.96%	-5.55%	0.70×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →