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AAR Corp AIR 104.48 -4.25 -3.91%

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 · $104.57
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$2.62 $101.94 – $107.19 $101.42 – $107.71 $98.94 – $110.19
2 sessions ±3.5% ±$3.65 $100.92 – $108.22 $100.14 – $108.99 $96.70 – $112.43
3 sessions ±4.4% ±$4.59 $99.98 – $109.16 $99.09 – $110.05 $94.79 – $114.34
1 week ±5.6% ±$5.83 $98.73 – $110.40 $97.42 – $111.71 $92.13 – $117.00
2 weeks ±7.8% ±$8.18 $96.38 – $112.75 $94.43 – $114.70 $87.09 – $122.04
3 weeks ±9.2% ±$9.61 $94.96 – $114.18 $92.62 – $116.51 $84.27 – $124.86
1 month ±10.4% ±$10.91 $93.65 – $115.48 $90.94 – $118.19 $81.43 – $127.71
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
±8.64%
Average actual move
11.15%
Beyond the implied move
1 / 2
Median IV change
-27.35%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2025 ±8.05% +13.65% 1.70× —
January 08, 2025 ±9.23% +8.65% 0.94× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →