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Avis Budget Group CAR 120.44 0.63 0.53%

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 · $118.75
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$3.37 $115.39 – $122.12 $114.73 – $122.78 $111.56 – $125.95
2 sessions ±3.9% ±$4.67 $114.09 – $123.42 $113.10 – $124.41 $108.68 – $128.83
3 sessions ±5.0% ±$5.88 $112.88 – $124.63 $111.75 – $125.76 $106.24 – $131.27
1 week ±6.3% ±$7.47 $111.29 – $126.22 $109.62 – $127.89 $102.84 – $134.67
2 weeks ±8.8% ±$10.49 $108.27 – $129.24 $105.79 – $131.72 $96.39 – $141.12
3 weeks ±10.9% ±$12.97 $105.78 – $131.73 $102.62 – $134.89 $91.32 – $146.19
1 month ±13.0% ±$15.47 $103.29 – $134.22 $99.45 – $138.06 $85.97 – $151.54
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
±11.97%
Average actual move
6.57%
Beyond the implied move
1 / 5
Median IV change
-28.84%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±10.70% +9.58% 0.89× —
April 29, 2026 ±16.13% -0.47% 0.03× 132.3% → 116.1%
July 30, 2025 ±8.93% -15.41% 1.73× —
May 08, 2025 ±10.90% +0.59% 0.05× 82.9% → 59.0%
February 12, 2025 ±13.21% -6.82% 0.52× 89.2% → 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 →