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Axcelis Technologies Inc ACLS 90.0 -2.14 -2.32%

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 · $88.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$3.14 $85.77 – $92.05 $85.14 – $92.68 $82.18 – $95.64
2 sessions ±4.9% ±$4.37 $84.54 – $93.28 $83.62 – $94.20 $79.49 – $98.33
3 sessions ±6.2% ±$5.49 $83.42 – $94.40 $82.36 – $95.46 $77.21 – $100.61
1 week ±7.9% ±$6.99 $81.92 – $95.90 $80.37 – $97.45 $74.03 – $103.79
2 weeks ±11.0% ±$9.80 $79.11 – $98.71 $76.78 – $101.04 $68.00 – $109.82
3 weeks ±13.4% ±$11.88 $77.03 – $100.79 $74.13 – $103.69 $63.80 – $114.02
1 month ±15.6% ±$13.91 $75.00 – $102.82 $71.55 – $106.27 $59.42 – $118.40
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
±12.40%
Average actual move
9.10%
Beyond the implied move
1 / 3
Median IV change
-25.14%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±11.36% +10.06% 0.89× 82.8% → 58.5%
May 06, 2025 ±14.11% +4.99% 0.35× 101.0% → 64.0%
February 11, 2025 ±11.73% -12.25% 1.04× 79.6% → 69.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →