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Air Lease Corporation AL 65.0 0.02 0.03%

Previous-day view · Fri Nov 6 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

No chain in the last ten days can size a move for AL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.77%
Average actual move
4.58%
Beyond the implied move
3 / 5
Median IV change
-33.48%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±6.48% -0.44% 0.07× 46.5% → 30.9%
May 06, 2025 ±7.28% +8.02% 1.10× —
February 14, 2025 ±5.88% +6.69% 1.14× —
November 08, 2024 ±7.61% -0.49% 0.06× —
May 07, 2024 ±6.60% -7.29% 1.11× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →