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Amplitude AMPL 16.7 0.6 3.73%

Previous-day view · Fri Nov 6 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 06, 2026 close · $16.47
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.46 $16.01 – $16.93 $15.91 – $17.03 $15.47 – $17.47
2 sessions ±3.9% ±$0.65 $15.82 – $17.12 $15.69 – $17.25 $15.08 – $17.86
3 sessions ±4.9% ±$0.81 $15.66 – $17.28 $15.50 – $17.44 $14.74 – $18.20
1 week ±6.3% ±$1.03 $15.44 – $17.50 $15.21 – $17.73 $14.27 – $18.67
2 weeks ±8.8% ±$1.45 $15.02 – $17.92 $14.68 – $18.26 $13.38 – $19.56
3 weeks ±10.9% ±$1.80 $14.67 – $18.27 $14.24 – $18.70 $12.67 – $20.27
1 month ±13.0% ±$2.14 $14.33 – $18.61 $13.80 – $19.14 $11.93 – $21.01
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
±15.75%
Average actual move
3.11%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±15.75% +3.11% 0.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →