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Anterix Inc ATEX 68.52 -9.24 -11.88%

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 · $66.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$2.17 $64.33 – $68.67 $63.90 – $69.10 $61.85 – $71.15
2 sessions ±4.5% ±$3.01 $63.49 – $69.51 $62.85 – $70.15 $60.00 – $73.00
3 sessions ±5.7% ±$3.80 $62.70 – $70.30 $61.97 – $71.03 $58.42 – $74.58
1 week Earnings ±13.0% ±$8.63 $57.87 – $75.13 $55.78 – $77.22 $48.35 – $84.65
2 weeks Earnings ±15.1% ±$10.06 $56.44 – $76.56 $54.07 – $78.93 $45.29 – $87.71
3 weeks Earnings ±16.9% ±$11.25 $55.25 – $77.75 $52.57 – $80.43 $42.85 – $90.15
1 month Earnings ±18.8% ±$12.49 $54.01 – $78.99 $51.00 – $82.00 $40.23 – $92.77
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ATEX reports in 4 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
±12.10%
Average actual move
8.82%
Beyond the implied move
1 / 4
Median IV change
-36.21%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±14.04% -4.45% 0.32× —
June 11, 2026 ±14.20% +25.72% 1.81× —
August 13, 2025 ±8.82% -4.42% 0.50× —
February 12, 2025 ±11.34% -0.69% 0.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →