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AMN Healthcare Services AMN 47.42 -0.32 -0.67%

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 · $46.78
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±9.9% ±$4.65 $42.13 – $51.43 $40.96 – $52.61 $36.65 – $56.91
2 sessions Earnings ±10.7% ±$4.98 $41.80 – $51.76 $40.58 – $52.98 $35.99 – $57.57
3 sessions Earnings ±11.3% ±$5.28 $41.50 – $52.06 $40.28 – $53.28 $35.45 – $58.11
1 week Earnings ±11.9% ±$5.56 $41.22 – $52.34 $39.88 – $53.68 $35.10 – $58.46
2 weeks Earnings ±12.9% ±$6.06 $40.73 – $52.84 $39.30 – $54.26 $34.02 – $59.55
3 weeks Earnings ±13.9% ±$6.49 $40.30 – $53.27 $38.75 – $54.81 $33.15 – $60.41
1 month Earnings ±14.8% ±$6.95 $39.83 – $53.73 $38.16 – $55.40 $32.17 – $61.39
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMN reports in 1 session; 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
±12.99%
Average actual move
11.54%
Beyond the implied move
2 / 5
Median IV change
-29.81%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±11.80% +29.04% 2.46× —
February 20, 2026 ±11.72% +11.81% 1.01× —
August 08, 2025 ±14.04% +1.89% 0.13× 115.1% → 64.3%
May 09, 2025 ±15.37% +8.21% 0.53× —
February 21, 2025 ±12.00% +6.73% 0.56× 83.2% → 70.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →