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Assurant AIZ 296.13 -1.1 -0.37%

Previous-day view · Tue Nov 3 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 03, 2026 close · $295.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±3.3% ±$9.79 $286.01 – $305.59 $283.53 – $308.08 $274.45 – $317.16
2 sessions Earnings ±3.6% ±$10.74 $285.07 – $306.54 $282.43 – $309.17 $272.52 – $319.08
3 sessions Earnings ±3.9% ±$11.63 $284.18 – $307.43 $281.52 – $310.09 $270.90 – $320.71
1 week Earnings ±4.3% ±$12.63 $283.17 – $308.43 $280.13 – $311.48 $269.27 – $322.34
2 weeks Earnings ±4.9% ±$14.59 $281.22 – $310.39 $277.79 – $313.82 $265.07 – $326.54
3 weeks Earnings ±5.5% ±$16.21 $279.59 – $312.01 $275.75 – $315.86 $261.73 – $329.88
1 month Earnings ±6.1% ±$17.93 $277.88 – $313.73 $273.56 – $318.05 $258.12 – $333.49
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AIZ 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
±4.96%
Average actual move
2.56%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±4.96% -2.56% 0.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →