AZZ Moves

AZZ Inc AZZ 122.22 -10.01 -7.57%

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 · $122.10

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$2.49	$119.61 – $124.59	$119.12 – $125.08	$116.76 – $127.44
2 sessions	±2.8% ±$3.46	$118.64 – $125.56	$117.91 – $126.29	$114.64 – $129.56
3 sessions	±3.6% ±$4.36	$117.74 – $126.46	$116.91 – $127.29	$112.83 – $131.37
1 week	±4.5% ±$5.53	$116.57 – $127.63	$115.34 – $128.86	$110.31 – $133.89
2 weeks	±6.4% ±$7.77	$114.33 – $129.87	$112.49 – $131.71	$105.53 – $138.67
3 weeks	±7.6% ±$9.29	$112.81 – $131.39	$110.55 – $133.65	$102.48 – $141.72
1 month	±8.8% ±$10.74	$111.36 – $132.84	$108.69 – $135.51	$99.32 – $144.88

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

±7.27%

Average actual move

2.94%

Beyond the implied move

0 / 5

Median IV change

-21.01%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 14, 2026	±6.77%	+0.69%	0.10×	—
July 09, 2026	±6.86%	-1.88%	0.27×	—
October 09, 2025	±7.60%	-4.90%	0.64×	—
July 10, 2025	±7.28%	+5.31%	0.73×	58.4% → 46.2%
January 08, 2025	±7.85%	-1.92%	0.25×	—

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