AA · Expected-Move

Alcoa Corporation Common Stock (AA) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$42.48
Expected move
$3.31
Expected move %
7.8%
Lower boundary
$39.18
Upper boundary
$45.79
Median historical move
3.9%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-18Realized move 8.5972%Implied move UnavailableSigned actual 8.5972% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
8.5972%UnavailableSigned actual 8.5972% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5819%UnavailableSigned actual 1.5819% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.2249%UnavailableSigned actual 0.2249% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.1514%UnavailableSigned actual 3.1514% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.0883%5.8959%Signed actual 4.0883% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.6873%6.6045%Signed actual 3.6873% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.9805%7.6378%Signed actual 6.9805% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.9062%7.5465%Signed actual 2.9062% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.5946%6.903%Signed actual 12.5946% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.4729%6.8107%Signed actual 1.4729% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.8029%6.6283%Signed actual 6.8029% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.1261%7.4105%Signed actual 6.1261% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Next steps

Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.

Alcoa Corporation Common Stock (AA) Expected move | Options Whale