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Antero Midstream Corporation Common Stock AM 20.02 0.24 1.21%

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 · $19.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.24 $19.74 – $20.22 $19.69 – $20.27 $19.46 – $20.50
2 sessions ±1.7% ±$0.34 $19.64 – $20.32 $19.57 – $20.39 $19.25 – $20.71
3 sessions ±2.1% ±$0.43 $19.56 – $20.41 $19.47 – $20.49 $19.08 – $20.89
1 week ±2.7% ±$0.54 $19.44 – $20.52 $19.32 – $20.64 $18.83 – $21.13
2 weeks ±3.8% ±$0.76 $19.22 – $20.74 $19.04 – $20.92 $18.36 – $21.60
3 weeks ±4.7% ±$0.94 $19.04 – $20.92 $18.81 – $21.15 $18.00 – $21.97
1 month ±5.6% ±$1.12 $18.86 – $21.10 $18.58 – $21.38 $17.61 – $22.35
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
±4.10%
Average actual move
6.12%
Beyond the implied move
1 / 1
Median IV change
-5.61%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±4.10% +6.12% 1.49× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →