American International Group AIG 81.71 1.18 1.47%
Expected move
November 04, 2026 close · $81.63| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.2% ±$0.95 | $80.67 – $82.58 | $80.48 – $82.77 | $79.58 – $83.67 |
| 2 sessions | ±1.6% ±$1.33 | $80.30 – $82.95 | $80.02 – $83.23 | $78.77 – $84.48 |
| 3 sessions | ±2.0% ±$1.67 | $79.95 – $83.30 | $79.63 – $83.62 | $78.07 – $85.18 |
| 1 week | ±2.6% ±$2.13 | $79.50 – $83.75 | $79.03 – $84.22 | $77.10 – $86.15 |
| 2 weeks | ±3.4% ±$2.75 | $78.87 – $84.38 | $78.22 – $85.03 | $75.75 – $87.50 |
| 3 weeks | ±4.1% ±$3.34 | $78.28 – $84.97 | $77.47 – $85.78 | $74.56 – $88.69 |
| 1 month | ±4.6% ±$3.77 | $77.86 – $85.39 | $76.93 – $86.32 | $73.65 – $89.60 |
Earnings: priced against what happened
Average implied move
±3.89%
Average actual move
2.95%
Beyond the implied move
2 / 7
Median IV change
-28.10%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 04, 2026 | ±3.79% | +1.47% | 0.39× | — |
| August 07, 2026 | ±3.41% | -1.49% | 0.44× | 30.3% → 20.2% |
| May 01, 2026 | ±4.21% | +5.31% | 1.26× | — |
| February 11, 2026 | ±4.17% | +4.59% | 1.10× | — |
| August 07, 2025 | ±3.76% | -3.11% | 0.83× | 30.1% → 22.0% |
| May 02, 2025 | ±3.93% | +3.49% | 0.89× | 33.9% → 24.7% |
| February 12, 2025 | ±3.95% | +1.22% | 0.31× | 29.3% → 20.7% |