ATEC Moves

Alphatec Holdings ATEC 7.8 -0.48 -5.8%

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Expected move

November 05, 2026 close · $7.79

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.0% ±$0.23	$7.55 – $8.02	$7.50 – $8.07	$7.28 – $8.29
2 sessions	±4.2% ±$0.32	$7.46 – $8.11	$7.39 – $8.18	$7.08 – $8.49
3 sessions	±5.3% ±$0.41	$7.37 – $8.20	$7.30 – $8.27	$6.91 – $8.66
1 week	±6.7% ±$0.53	$7.26 – $8.31	$7.15 – $8.42	$6.67 – $8.90
2 weeks	±9.4% ±$0.73	$7.05 – $8.52	$6.88 – $8.69	$6.22 – $9.35
3 weeks	±11.7% ±$0.90	$6.88 – $8.69	$6.66 – $8.91	$5.87 – $9.70
1 month	±13.9% ±$1.08	$6.70 – $8.87	$6.44 – $9.13	$5.49 – $10.08

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

±17.11%

Average actual move

31.67%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±17.11%	-31.67%	1.85×	—

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