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AstraZeneca PLC AZN 186.85 -2.16 -1.14%

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 · $186.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$2.47 $184.29 – $189.23 $183.79 – $189.73 $181.46 – $192.06
2 sessions ±1.8% ±$3.44 $183.32 – $190.20 $182.60 – $190.92 $179.35 – $194.17
3 sessions ±2.3% ±$4.33 $182.43 – $191.09 $181.59 – $191.93 $177.53 – $195.99
1 week ±3.0% ±$5.51 $181.25 – $192.27 $180.04 – $193.48 $175.03 – $198.49
2 weeks ±4.1% ±$7.71 $179.05 – $194.47 $177.20 – $196.32 $170.29 – $203.23
3 weeks ±4.9% ±$9.17 $177.59 – $195.93 $175.37 – $198.15 $167.39 – $206.13
1 month ±5.6% ±$10.53 $176.23 – $197.29 $173.61 – $199.91 $164.42 – $209.10
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
±4.64%
Average actual move
2.52%
Beyond the implied move
0 / 3
Median IV change
-32.34%
Reaction session Implied Actual Used ATM IV before → after
July 29, 2025 ±4.00% +2.99% 0.75× —
April 29, 2025 ±4.70% +2.55% 0.54× 41.0% → 27.8%
February 06, 2025 ±5.22% +2.01% 0.39× 42.1% → 25.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →