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Assured Guaranty AGO 71.76 -0.75 -1.03%

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 · $71.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.24 $70.52 – $73.00 $70.27 – $73.25 $69.09 – $74.43
2 sessions ±2.4% ±$1.73 $70.03 – $73.49 $69.66 – $73.86 $68.03 – $75.49
3 sessions ±3.0% ±$2.17 $69.59 – $73.93 $69.16 – $74.36 $67.12 – $76.40
1 week ±3.9% ±$2.77 $68.99 – $74.53 $68.37 – $75.15 $65.87 – $77.65
2 weeks ±5.4% ±$3.88 $67.88 – $75.64 $66.96 – $76.56 $63.48 – $80.04
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AGO reports in 1 session; only the horizons marked Earnings include its jump. 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
±5.67%
Average actual move
4.39%
Beyond the implied move
1 / 3
Median IV change
-28.37%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±5.79% -8.95% 1.55× —
August 08, 2025 ±5.21% -3.02% 0.58× —
May 09, 2025 ±5.99% -1.19% 0.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →