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ALLISON TRANSMISSION HOLDINGS ALSN 125.56 1.51 1.22%

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 · $125.33
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.97 $123.36 – $127.30 $122.97 – $127.69 $121.11 – $129.55
2 sessions ±2.2% ±$2.73 $122.60 – $128.06 $122.01 – $128.65 $119.43 – $131.23
3 sessions ±2.8% ±$3.45 $121.88 – $128.78 $121.22 – $129.44 $118.00 – $132.66
1 week ±3.5% ±$4.37 $120.96 – $129.70 $119.98 – $130.68 $116.01 – $134.65
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
±7.55%
Average actual move
5.18%
Beyond the implied move
1 / 3
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±7.17% -1.29% 0.18× —
August 05, 2025 ±8.47% -1.80% 0.21× —
February 12, 2025 ±7.01% -12.46% 1.78× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →