AGNC · Expected-Move

AGNC Investment Corp. (AGNC) expected move

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

$8.46

Expected move: $0.48
Expected move %: 5.6%
Lower boundary: $7.99
Upper boundary: $8.94
Median historical move: 1.4%
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

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Loading graph — the exact table is available below.

2023-10-30Realized move 6.3407%Implied move UnavailableSigned actual 6.3407% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
6.3407%	Unavailable	Signed actual 6.3407% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.5154%	Unavailable	Signed actual 0.5154% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.848%	Unavailable	Signed actual 1.848% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.6826%	Unavailable	Signed actual 0.6826% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.5645%	Unavailable	Signed actual 3.5645% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.8176%	Unavailable	Signed actual 0.8176% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.5534%	Unavailable	Signed actual 3.5534% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.5162%	Unavailable	Signed actual 1.5162% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.4957%	Unavailable	Signed actual 0.4957% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.136%	Unavailable	Signed actual 3.136% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.2993%	Unavailable	Signed actual 1.2993% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.2821%	Unavailable	Signed actual 1.2821% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

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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.