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AngloGold Ashanti plc AU 88.56 0.65 0.74%

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 · $88.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$2.01 $86.55 – $90.57 $86.14 – $90.98 $84.25 – $92.87
2 sessions ±3.2% ±$2.80 $85.76 – $91.36 $85.17 – $91.95 $82.53 – $94.59
3 sessions ±4.0% ±$3.52 $85.04 – $92.08 $84.36 – $92.76 $81.06 – $96.06
1 week ±5.0% ±$4.47 $84.09 – $93.03 $83.09 – $94.03 $79.02 – $98.10
2 weeks ±7.1% ±$6.28 $82.28 – $94.84 $80.79 – $96.33 $75.16 – $101.96
3 weeks ±8.6% ±$7.62 $80.94 – $96.18 $79.09 – $98.03 $72.47 – $104.65
1 month ±10.1% ±$8.91 $79.65 – $97.47 $77.44 – $99.68 $69.66 – $107.46
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
±5.62%
Average actual move
5.56%
Beyond the implied move
1 / 3
Median IV change
-10.93%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±4.74% +6.15% 1.30× —
May 09, 2025 ±7.17% +7.00% 0.98× —
February 19, 2025 ±4.97% -3.54% 0.71× 45.2% → 42.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →