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American States Water Company AWR 88.84 0.23 0.26%

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 · $89.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$0.91 $88.09 – $89.91 $87.91 – $90.09 $87.06 – $90.94
2 sessions ±1.4% ±$1.25 $87.75 – $90.25 $87.48 – $90.52 $86.29 – $91.71
3 sessions ±1.8% ±$1.58 $87.42 – $90.58 $87.11 – $90.89 $85.63 – $92.37
1 week ±2.3% ±$2.01 $86.99 – $91.01 $86.53 – $91.47 $84.71 – $93.29
2 weeks ±3.2% ±$2.83 $86.17 – $91.83 $85.50 – $92.50 $82.97 – $95.03
3 weeks ±3.9% ±$3.50 $85.50 – $92.50 $84.65 – $93.35 $81.60 – $96.40
1 month ±4.7% ±$4.17 $84.83 – $93.17 $83.79 – $94.21 $80.16 – $97.84
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
±3.88%
Average actual move
0.11%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 19, 2026 ±3.88% +0.11% 0.03× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →