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Academy Sports and Outdoors ASO 67.81 0.12 0.18%

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 · $67.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.83 $66.98 – $68.64 $66.81 – $68.81 $66.03 – $69.59
2 sessions ±1.7% ±$1.15 $66.66 – $68.96 $66.41 – $69.21 $65.32 – $70.30
3 sessions ±2.1% ±$1.45 $66.36 – $69.26 $66.07 – $69.55 $64.71 – $70.91
1 week ±2.7% ±$1.85 $65.96 – $69.66 $65.55 – $70.07 $63.87 – $71.75
2 weeks ±3.8% ±$2.59 $65.22 – $70.40 $64.60 – $71.02 $62.28 – $73.34
3 weeks ±4.7% ±$3.21 $64.60 – $71.02 $63.82 – $71.80 $61.02 – $74.60
1 month ±5.6% ±$3.82 $63.99 – $71.63 $63.04 – $72.58 $59.70 – $75.92
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ASO reports in 22 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
±9.08%
Average actual move
5.90%
Beyond the implied move
2 / 7
Median IV change
-42.60%
Reaction session Implied Actual Used ATM IV before → after
September 09, 2026 ±8.11% +14.40% 1.78× —
June 09, 2026 ±7.60% -2.52% 0.33× —
March 17, 2026 ±10.88% -11.70% 1.07× —
September 02, 2025 ±8.50% -7.56% 0.89× —
June 10, 2025 ±8.90% +0.52% 0.06× 73.8% → 42.3%
March 20, 2025 ±8.36% -0.32% 0.04× 64.4% → 40.3%
December 10, 2024 ±11.21% +4.30% 0.38× 84.7% → 42.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →