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Alpha Metallurgical Resources AMR 143.27 -10.54 -6.85%

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 · $143.27
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$4.26 $139.01 – $147.53 $138.16 – $148.38 $134.13 – $152.41
2 sessions ±4.1% ±$5.93 $137.34 – $149.20 $136.09 – $150.45 $130.49 – $156.05
3 sessions ±5.2% ±$7.46 $135.81 – $150.73 $134.37 – $152.17 $127.38 – $159.16
1 week ±6.6% ±$9.48 $133.79 – $152.75 $131.67 – $154.87 $123.07 – $163.47
2 weeks ±9.3% ±$13.31 $129.96 – $156.58 $126.81 – $159.73 $114.87 – $171.67
3 weeks ±11.5% ±$16.48 $126.79 – $159.75 $122.78 – $163.76 $108.44 – $178.10
1 month ±13.7% ±$19.63 $123.64 – $162.90 $118.76 – $167.78 $101.64 – $184.90
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMR 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
±9.89%
Average actual move
9.71%
Beyond the implied move
1 / 3
Median IV change
-6.95%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±9.59% -4.82% 0.50× —
August 08, 2025 ±9.89% +15.81% 1.60× —
May 09, 2025 ±10.20% -8.50% 0.83× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →