ANDE Moves

Andersons Inc/The ANDE 55.16 -0.19 -0.34%

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Expected move

November 05, 2026 close · $55.49

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$0.95	$54.55 – $56.44	$54.36 – $56.63	$53.47 – $57.51
2 sessions	±2.4% ±$1.31	$54.18 – $56.80	$53.91 – $57.08	$52.67 – $58.32
3 sessions	±3.0% ±$1.65	$53.85 – $57.14	$53.52 – $57.46	$51.98 – $59.01
1 week	±3.8% ±$2.10	$53.40 – $57.59	$52.93 – $58.06	$51.03 – $59.96
2 weeks	±5.3% ±$2.95	$52.55 – $58.44	$51.85 – $59.13	$49.22 – $61.77
3 weeks	±6.6% ±$3.65	$51.85 – $59.14	$50.97 – $60.02	$47.80 – $63.19
1 month	±7.8% ±$4.34	$51.15 – $59.83	$50.08 – $60.91	$46.29 – $64.70

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

±10.09%

Average actual move

4.94%

Beyond the implied move

0 / 2

Median IV change

-44.59%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±9.24%	-0.06%	0.01×	65.9% → 36.5%
May 07, 2025	±10.95%	-9.82%	0.90×	—

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