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ANTERO RESOURCES CORPORATION AR 37.63 1.27 3.49%

Previous-day view · Tue Nov 10 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 10, 2026 close · $37.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.58 $36.94 – $38.11 $36.83 – $38.23 $36.27 – $38.79
2 sessions ±2.2% ±$0.81 $36.71 – $38.34 $36.54 – $38.52 $35.77 – $39.29
3 sessions ±2.7% ±$1.02 $36.50 – $38.55 $36.31 – $38.75 $35.34 – $39.71
1 week ±3.7% ±$1.38 $36.15 – $38.91 $35.84 – $39.21 $34.59 – $40.46
2 weeks ±5.3% ±$1.98 $35.55 – $39.51 $35.08 – $39.98 $33.31 – $41.75
3 weeks ±6.7% ±$2.51 $35.02 – $40.04 $34.41 – $40.64 $32.23 – $42.82
1 month ±8.1% ±$3.05 $34.48 – $40.58 $33.72 – $41.33 $31.07 – $43.99
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
±5.29%
Average actual move
1.50%
Beyond the implied move
0 / 6
Median IV change
-17.09%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±4.22% -2.16% 0.51× 47.4% → 38.1%
July 30, 2026 ±5.55% +0.46% 0.08× —
April 30, 2026 ±5.19% +0.64% 0.12× —
July 31, 2025 ±4.66% +3.28% 0.70× 45.8% → 39.8%
May 01, 2025 ±6.46% -0.52% 0.08× 59.1% → 50.4%
February 13, 2025 ±5.69% +1.96% 0.34× 46.0% → 37.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →