AVAV Moves

AeroVironment AVAV 102.08 -11.15 -9.85%

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 · $102.55

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.0% ±$3.04	$99.50 – $105.59	$98.89 – $106.20	$96.01 – $109.08
2 sessions	±4.1% ±$4.23	$98.31 – $106.78	$97.42 – $107.67	$93.42 – $111.67
3 sessions	±5.2% ±$5.33	$97.21 – $107.88	$96.19 – $108.90	$91.19 – $113.90
1 week	±6.6% ±$6.77	$95.77 – $109.32	$94.26 – $110.83	$88.12 – $116.97
2 weeks	±9.3% ±$9.50	$93.04 – $112.05	$90.78 – $114.31	$82.26 – $122.83
3 weeks	±11.5% ±$11.77	$90.77 – $114.32	$87.91 – $117.18	$77.67 – $127.42
1 month	±13.7% ±$14.01	$88.53 – $116.56	$85.04 – $120.05	$72.82 – $132.27

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AVAV reports in 23 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

±12.34%

Average actual move

5.70%

Beyond the implied move

0 / 2

Median IV change

-22.65%

Reaction session	Implied	Actual	Used	ATM IV before → after
September 10, 2026	±12.86%	+4.45%	0.35×	—
September 10, 2025	±11.82%	+6.95%	0.59×	83.3% → 51.4%

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