AMAT Moves

Applied Materials Inc AMAT 369.4 -12.52 -3.28%

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Expected move

November 04, 2026 close · $364.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$8.87	$356.05 – $373.79	$354.27 – $375.58	$345.91 – $383.93
2 sessions	±3.4% ±$12.34	$352.59 – $377.26	$349.96 – $379.88	$338.32 – $391.52
3 sessions	±4.3% ±$15.55	$349.38 – $380.47	$346.38 – $383.46	$331.86 – $397.98
1 week	±5.4% ±$19.74	$345.18 – $384.66	$340.76 – $389.08	$322.88 – $406.96
2 weeks Earnings	±10.8% ±$39.23	$325.69 – $404.15	$316.46 – $413.38	$282.19 – $447.65
3 weeks Earnings	±12.2% ±$44.34	$320.58 – $409.26	$310.04 – $419.81	$271.76 – $458.09
1 month Earnings	±13.6% ±$49.63	$315.29 – $414.55	$303.36 – $426.48	$260.59 – $469.25

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMAT reports in 7 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

±6.16%

Average actual move

7.12%

Beyond the implied move

3 / 6

Median IV change

-26.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 14, 2026	±7.31%	-5.12%	0.70×	75.2% → 55.5%
May 15, 2026	±7.71%	-0.89%	0.12×	—
August 15, 2025	±5.66%	-14.07%	2.49×	47.5% → 54.2%
May 16, 2025	±5.34%	-5.25%	0.98×	50.0% → 36.0%
February 14, 2025	±5.26%	-8.18%	1.55×	47.4% → 37.5%
November 15, 2024	±5.71%	-9.20%	1.61×	49.9% → 35.3%

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