AMC Moves

AMC ENTERTAINMENT HOLDINGS AMC 3.08 -0.44 -12.5%

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 · $3.08

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.2% ±$0.13	$2.95 – $3.21	$2.92 – $3.24	$2.80 – $3.36
2 sessions	±5.4% ±$0.17	$2.91 – $3.25	$2.88 – $3.28	$2.72 – $3.44
3 sessions	±6.5% ±$0.20	$2.88 – $3.28	$2.84 – $3.32	$2.65 – $3.51
1 week	±8.0% ±$0.25	$2.83 – $3.33	$2.78 – $3.38	$2.55 – $3.61
2 weeks	±10.7% ±$0.33	$2.75 – $3.41	$2.67 – $3.49	$2.38 – $3.78
3 weeks	±12.4% ±$0.38	$2.70 – $3.46	$2.60 – $3.56	$2.27 – $3.89
1 month	±15.8% ±$0.49	$2.59 – $3.57	$2.47 – $3.69	$2.05 – $4.11

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

±13.76%

Average actual move

7.96%

Beyond the implied move

0 / 2

Median IV change

-16.08%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±12.50%	-12.50%	1.00×	—
August 11, 2025	±15.02%	+3.41%	0.23×	108.7% → 91.2%

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