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ACM Research ACMR 44.61 5.3 13.48%

Previous-day view · Fri Nov 6 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 06, 2026 close · $44.61
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.3% ±$1.94 $42.67 – $46.55 $42.29 – $46.93 $40.46 – $48.76
2 sessions ±6.0% ±$2.69 $41.92 – $47.30 $41.35 – $47.87 $38.81 – $50.41
3 sessions ±7.6% ±$3.39 $41.22 – $48.00 $40.57 – $48.65 $37.40 – $51.82
1 week ±9.7% ±$4.30 $40.31 – $48.91 $39.35 – $49.87 $35.44 – $53.78
2 weeks ±12.8% ±$5.72 $38.89 – $50.33 $37.53 – $51.69 $32.41 – $56.81
3 weeks ±15.5% ±$6.91 $37.70 – $51.52 $36.01 – $53.21 $30.00 – $59.22
1 month ±18.2% ±$8.13 $36.48 – $52.74 $34.46 – $54.76 $27.37 – $61.85
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
±12.23%
Average actual move
12.95%
Beyond the implied move
2 / 3
Median IV change
-15.11%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±10.92% -11.52% 1.06× —
August 06, 2025 ±12.06% -15.35% 1.27× —
May 08, 2025 ±13.73% +11.98% 0.87× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →