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Affiliated Managers Group AMG 350.54 -13.95 -3.83%

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 · $350.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$5.12 $345.42 – $355.66 $344.37 – $356.71 $339.53 – $361.55
2 sessions Earnings ±5.8% ±$20.40 $330.14 – $370.94 $325.16 – $375.92 $306.34 – $394.74
3 sessions Earnings ±6.2% ±$21.87 $328.67 – $372.41 $323.62 – $377.46 $303.64 – $397.44
1 week Earnings ±6.7% ±$23.42 $327.12 – $373.96 $321.45 – $379.63 $301.29 – $399.79
2 weeks Earnings ±7.5% ±$26.43 $324.11 – $376.97 $317.90 – $383.18 $294.84 – $406.24
3 weeks Earnings ±8.3% ±$28.95 $321.59 – $379.49 $314.71 – $386.37 $289.69 – $411.39
1 month Earnings ±9.0% ±$31.62 $318.92 – $382.16 $311.28 – $389.80 $284.01 – $417.07
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMG reports in 2 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
±5.86%
Average actual move
7.71%
Beyond the implied move
2 / 2
Median IV change
-14.61%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±6.04% +6.77% 1.12× —
November 04, 2024 ±5.68% -8.64% 1.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →