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Abercrombie & Fitch Co ANF 149.54 -8.05 -5.11%

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 · $149.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$3.77 $145.23 – $152.77 $144.47 – $153.53 $140.91 – $157.09
2 sessions ±3.5% ±$5.24 $143.76 – $154.24 $142.64 – $155.36 $137.68 – $160.32
3 sessions ±4.4% ±$6.62 $142.38 – $155.62 $141.12 – $156.88 $134.92 – $163.08
1 week ±5.6% ±$8.40 $140.60 – $157.40 $138.72 – $159.28 $131.11 – $166.89
2 weeks ±7.9% ±$11.79 $137.21 – $160.79 $134.41 – $163.59 $123.85 – $174.15
3 weeks Earnings ±15.4% ±$22.92 $126.08 – $171.92 $120.63 – $177.37 $100.83 – $197.17
1 month Earnings ±16.6% ±$24.75 $124.25 – $173.75 $118.29 – $179.71 $96.97 – $201.03
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ANF reports in 12 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
±13.49%
Average actual move
11.23%
Beyond the implied move
2 / 7
Median IV change
-40.52%
Reaction session Implied Actual Used ATM IV before → after
August 26, 2026 ±13.45% +35.67% 2.65× —
May 27, 2026 ±14.04% +8.88% 0.63× —
March 04, 2026 ±13.30% -3.60% 0.27× —
August 27, 2025 ±13.13% -1.43% 0.11× 84.0% → 47.6%
May 28, 2025 ±13.61% +14.67% 1.08× 94.3% → 73.0%
March 05, 2025 ±12.95% -9.24% 0.71× 92.8% → 57.8%
November 26, 2024 ±13.92% -5.10% 0.37× 108.1% → 48.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →