AMCR Moves

Amcor plc Ordinary Shares AMCR 47.39 0.26 0.55%

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Expected move

October 30, 2026 close · $47.39

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$0.77	$46.62 – $48.16	$46.47 – $48.31	$45.74 – $49.04
2 sessions	±2.3% ±$1.07	$46.32 – $48.46	$46.10 – $48.68	$45.09 – $49.69
3 sessions	±2.8% ±$1.35	$46.04 – $48.74	$45.78 – $49.00	$44.53 – $50.25
1 week	±3.6% ±$1.71	$45.68 – $49.10	$45.30 – $49.48	$43.75 – $51.03
2 weeks	±5.1% ±$2.40	$44.99 – $49.79	$44.42 – $50.36	$42.27 – $52.51
3 weeks	±6.3% ±$2.97	$44.42 – $50.36	$43.70 – $51.08	$41.12 – $53.66

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMCR reports in 4 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

±6.43%

Average actual move

6.82%

Beyond the implied move

1 / 3

Median IV change

-37.01%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 12, 2026	±6.17%	-1.77%	0.29×	—
May 06, 2026	±7.57%	+6.83%	0.90×	56.1% → 35.3%
August 14, 2025	±5.53%	-11.87%	2.15×	—

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