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Autoliv ALV 124.03 -1.65 -1.31%

Previous-day view · Thu Nov 5 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 05, 2026 close · $124.03
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.54 $122.49 – $125.57 $122.18 – $125.88 $120.73 – $127.33
2 sessions ±1.7% ±$2.13 $121.90 – $126.16 $121.44 – $126.62 $119.42 – $128.64
3 sessions ±2.2% ±$2.69 $121.34 – $126.72 $120.82 – $127.24 $118.30 – $129.76
1 week ±2.8% ±$3.42 $120.61 – $127.45 $119.84 – $128.22 $116.74 – $131.32
2 weeks ±3.9% ±$4.80 $119.23 – $128.83 $118.09 – $129.97 $113.77 – $134.29
3 weeks ±4.8% ±$5.95 $118.08 – $129.98 $116.64 – $131.42 $111.45 – $136.61
1 month ±5.7% ±$7.08 $116.95 – $131.11 $115.19 – $132.87 $109.00 – $139.06
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
±5.86%
Average actual move
5.05%
Beyond the implied move
1 / 4
Median IV change
-29.84%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2026 ±5.44% -3.78% 0.70× —
April 17, 2026 ±6.11% +6.82% 1.12× —
July 18, 2025 ±5.99% -4.02% 0.67× 32.7% → 23.0%
April 16, 2025 ±5.90% +5.56% 0.94× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →