ALMU Moves

Aeluma ALMU 6.0 -1.26 -17.36%

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Expected move

November 05, 2026 close · $6.00

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.8% ±$0.29	$5.71 – $6.29	$5.66 – $6.34	$5.38 – $6.62
2 sessions	±6.6% ±$0.40	$5.60 – $6.40	$5.52 – $6.48	$5.14 – $6.86
3 sessions	±8.4% ±$0.50	$5.50 – $6.50	$5.40 – $6.60	$4.93 – $7.07
1 week	±10.6% ±$0.64	$5.36 – $6.64	$5.22 – $6.78	$4.64 – $7.36
2 weeks Earnings	±19.1% ±$1.15	$4.85 – $7.15	$4.58 – $7.42	$3.58 – $8.42
3 weeks Earnings	±22.1% ±$1.33	$4.67 – $7.33	$4.36 – $7.64	$3.21 – $8.79
1 month Earnings	±25.2% ±$1.51	$4.49 – $7.51	$4.12 – $7.88	$2.82 – $9.18

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ALMU reports in 6 sessions; 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

±13.03%

Average actual move

14.04%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
September 17, 2026	±13.03%	-14.04%	1.08×	—

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