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AMC Global Media Inc AMCX 9.59 0.98 11.38%

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 · $9.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.26 $9.62 – $10.14 $9.57 – $10.19 $9.32 – $10.44
2 sessions ±3.7% ±$0.36 $9.52 – $10.24 $9.44 – $10.32 $9.10 – $10.66
3 sessions ±4.6% ±$0.46 $9.42 – $10.34 $9.34 – $10.42 $8.91 – $10.85
1 week ±5.9% ±$0.58 $9.30 – $10.46 $9.17 – $10.59 $8.64 – $11.12
2 weeks ±8.2% ±$0.81 $9.07 – $10.69 $8.87 – $10.89 $8.14 – $11.62
3 weeks ±10.2% ±$1.01 $8.87 – $10.89 $8.63 – $11.13 $7.75 – $12.01
1 month ±12.2% ±$1.20 $8.68 – $11.08 $8.38 – $11.38 $7.33 – $12.43
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
±11.43%
Average actual move
10.67%
Beyond the implied move
0 / 1
Median IV change
-2.94%
Reaction session Implied Actual Used ATM IV before → after
February 14, 2025 ±11.43% -10.67% 0.93× 95.1% → 92.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →