ALGM Moves

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Allegro MicroSystems ALGM 30.7 -0.22 -0.71%

Previous-day view · Tue Nov 10 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 10, 2026 close · $30.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.8% ±$1.16	$29.76 – $32.08	$29.52 – $32.32	$28.42 – $33.42
2 sessions	±5.2% ±$1.62	$29.30 – $32.54	$28.96 – $32.88	$27.43 – $34.41
3 sessions	±6.6% ±$2.04	$28.88 – $32.96	$28.49 – $33.35	$26.59 – $35.25
1 week	±8.4% ±$2.59	$28.33 – $33.51	$27.75 – $34.09	$25.41 – $36.43
2 weeks	±11.4% ±$3.54	$27.38 – $34.46	$26.54 – $35.30	$23.37 – $38.47
3 weeks	±13.7% ±$4.22	$26.70 – $35.14	$25.67 – $36.17	$22.00 – $39.84
1 month	±15.9% ±$4.92	$26.00 – $35.84	$24.78 – $37.06	$20.49 – $41.35

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

±13.14%

Average actual move

6.70%

Beyond the implied move

0 / 1

Median IV change

-21.35%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±13.14%	-6.70%	0.51×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →