AMRC Moves

Ameresco AMRC 19.15 -2.1 -9.88%

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Expected move

November 05, 2026 close · $19.15

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.1% ±$0.59	$18.56 – $19.74	$18.44 – $19.86	$17.88 – $20.42
2 sessions	±4.3% ±$0.82	$18.33 – $19.97	$18.15 – $20.15	$17.38 – $20.92
3 sessions Earnings	±19.3% ±$3.70	$15.45 – $22.85	$14.59 – $23.71	$11.20 – $27.10
1 week Earnings	±20.1% ±$3.85	$15.30 – $23.00	$14.37 – $23.93	$11.06 – $27.24
2 weeks Earnings	±21.4% ±$4.09	$15.06 – $23.24	$14.09 – $24.21	$10.52 – $27.78
3 weeks Earnings	±22.5% ±$4.30	$14.85 – $23.45	$13.82 – $24.48	$10.11 – $28.19
1 month Earnings	±23.7% ±$4.53	$14.62 – $23.68	$13.52 – $24.78	$9.62 – $28.68

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMRC reports in 3 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

±17.47%

Average actual move

25.62%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±17.87%	-2.26%	0.13×	—
August 05, 2025	±17.07%	+48.98%	2.87×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →