Closed
⌘K
Sign in Sign up

Amer Sports AS 31.32 -0.73 -2.28%

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 · $31.27
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.65 $30.62 – $31.92 $30.49 – $32.05 $29.87 – $32.67
2 sessions ±2.9% ±$0.91 $30.36 – $32.18 $30.17 – $32.37 $29.31 – $33.23
3 sessions ±3.6% ±$1.14 $30.13 – $32.41 $29.91 – $32.63 $28.84 – $33.70
1 week ±4.6% ±$1.45 $29.82 – $32.72 $29.49 – $33.05 $28.18 – $34.36
2 weeks Earnings ±10.6% ±$3.32 $27.95 – $34.59 $27.17 – $35.37 $24.27 – $38.27
3 weeks Earnings ±11.7% ±$3.64 $27.63 – $34.91 $26.76 – $35.78 $23.61 – $38.93
1 month Earnings ±12.8% ±$3.99 $27.28 – $35.26 $26.32 – $36.22 $22.88 – $39.66
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AS reports in 8 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
±10.67%
Average actual move
3.22%
Beyond the implied move
0 / 1
Median IV change
-20.59%
Reaction session Implied Actual Used ATM IV before → after
August 18, 2026 ±10.67% +3.22% 0.30× 57.6% → 45.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →