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AGNC Investment Corp AGNC 8.82 -0.05 -0.56%

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 · $8.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$0.12 $8.69 – $8.94 $8.67 – $8.97 $8.55 – $9.08
2 sessions ±2.0% ±$0.17 $8.64 – $8.99 $8.61 – $9.03 $8.44 – $9.19
3 sessions ±2.5% ±$0.22 $8.60 – $9.04 $8.56 – $9.08 $8.35 – $9.28
1 week ±3.2% ±$0.28 $8.54 – $9.10 $8.48 – $9.16 $8.22 – $9.41
2 weeks ±4.4% ±$0.39 $8.43 – $9.21 $8.33 – $9.30 $7.98 – $9.65
3 weeks ±5.2% ±$0.45 $8.36 – $9.27 $8.25 – $9.38 $7.86 – $9.78
1 month ±6.1% ±$0.54 $8.28 – $9.36 $8.14 – $9.49 $7.67 – $9.97
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
±3.95%
Average actual move
2.43%
Beyond the implied move
1 / 6
Median IV change
-7.40%
Reaction session Implied Actual Used ATM IV before → after
October 20, 2026 ±3.73% +4.27% 1.14× 38.4% → 35.5%
April 21, 2026 ±3.20% +1.30% 0.41× —
January 27, 2026 ±4.11% +3.14% 0.76× —
July 22, 2025 ±3.90% +1.52% 0.39× —
April 22, 2025 ±4.84% +3.55% 0.73× 44.6% → 42.2%
January 28, 2025 ±3.93% +0.82% 0.21× 25.7% → 16.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →