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Alight ALIT 12.22 0.01 0.08%

Previous-day view · Wed Nov 11 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 11, 2026 close · $12.22
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.5% ±$0.55 $11.67 – $12.77 $11.56 – $12.88 $11.04 – $13.40
2 sessions ±6.2% ±$0.76 $11.46 – $12.98 $11.30 – $13.14 $10.58 – $13.86
3 sessions ±7.8% ±$0.96 $11.26 – $13.18 $11.07 – $13.37 $10.18 – $14.26
1 week ±10.0% ±$1.22 $11.00 – $13.44 $10.73 – $13.71 $9.62 – $14.82
2 weeks ±14.0% ±$1.71 $10.51 – $13.93 $10.10 – $14.34 $8.57 – $15.87
3 weeks ±17.3% ±$2.12 $10.10 – $14.34 $9.59 – $14.85 $7.74 – $16.70
1 month ±20.7% ±$2.52 $9.70 – $14.74 $9.07 – $15.37 $6.87 – $17.57
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
±13.89%
Average actual move
11.03%
Beyond the implied move
1 / 2
Median IV change
-40.09%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±11.70% -18.32% 1.57× —
February 20, 2025 ±16.09% +3.74% 0.23× 71.8% → 43.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →