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AutoNation AN 188.12 4.65 2.53%

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 · $186.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$3.34 $182.98 – $189.66 $182.33 – $190.31 $179.18 – $193.46
2 sessions ±2.5% ±$4.62 $181.70 – $190.94 $180.71 – $191.93 $176.33 – $196.31
3 sessions ±3.1% ±$5.83 $180.49 – $192.15 $179.37 – $193.27 $173.91 – $198.73
1 week ±4.0% ±$7.42 $178.90 – $193.74 $177.26 – $195.38 $170.54 – $202.10
2 weeks ±5.6% ±$10.40 $175.92 – $196.72 $173.46 – $199.18 $164.15 – $208.49
3 weeks ±6.9% ±$12.82 $173.50 – $199.14 $170.39 – $202.25 $159.25 – $213.39
1 month ±8.2% ±$15.20 $171.12 – $201.52 $167.33 – $205.31 $154.09 – $218.55
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
±6.83%
Average actual move
1.30%
Beyond the implied move
0 / 1
Median IV change
-31.81%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2025 ±6.83% +1.30% 0.19× 48.1% → 23.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →