Advanced Micro Devices AMD 504.8 -61.62 -10.88% Regime: Trend Down (87%)
Expected move
October 30, 2026 close · $502.56| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.4% ±$12.16 | $490.40 – $514.72 | $487.99 – $517.13 | $476.48 – $528.64 |
| 2 sessions | ±3.4% ±$16.89 | $485.67 – $519.45 | $482.06 – $523.06 | $466.12 – $539.00 |
| 3 sessions Earnings | ±8.7% ±$43.47 | $459.09 – $546.03 | $449.04 – $556.08 | $409.28 – $595.84 |
| 1 week Earnings | ±9.5% ±$47.69 | $454.87 – $550.25 | $443.36 – $561.76 | $402.35 – $602.77 |
| 2 weeks Earnings | ±11.1% ±$55.78 | $446.78 – $558.34 | $433.61 – $571.51 | $384.91 – $620.21 |
| 3 weeks Earnings | ±12.4% ±$62.52 | $440.04 – $565.08 | $425.12 – $580.00 | $371.09 – $634.03 |
| 1 month Earnings | ±13.8% ±$69.55 | $433.01 – $572.11 | $416.22 – $588.90 | $356.26 – $648.86 |
Earnings: priced against what happened
Average implied move
±8.34%
Average actual move
9.72%
Beyond the implied move
3 / 7
Median IV change
-26.54%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 05, 2026 | ±7.74% | -7.04% | 0.91× | — |
| May 06, 2026 | ±8.84% | +18.61% | 2.11× | — |
| February 04, 2026 | ±8.51% | -17.31% | 2.03× | — |
| August 06, 2025 | ±8.29% | -6.42% | 0.77× | 62.1% → 44.1% |
| May 07, 2025 | ±8.14% | +1.76% | 0.22× | 63.9% → 50.3% |
| February 05, 2025 | ±8.74% | -6.27% | 0.72× | 60.5% → 39.7% |
| October 30, 2024 | ±8.14% | -10.62% | 1.30× | 63.4% → 48.1% |