AMPX Moves

Amprius Technologies AMPX 7.52 -0.95 -11.22%

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 · $7.54

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.9% ±$0.29	$7.24 – $7.83	$7.18 – $7.89	$6.90 – $8.17
2 sessions	±5.4% ±$0.41	$7.13 – $7.94	$7.04 – $8.03	$6.65 – $8.42
3 sessions	±6.8% ±$0.52	$7.02 – $8.05	$6.92 – $8.15	$6.44 – $8.63
1 week Earnings	±15.9% ±$1.20	$6.34 – $8.73	$6.05 – $9.02	$5.02 – $10.05
2 weeks Earnings	±18.4% ±$1.38	$6.15 – $8.92	$5.82 – $9.25	$4.61 – $10.46
3 weeks Earnings	±20.5% ±$1.54	$5.99 – $9.08	$5.62 – $9.45	$4.28 – $10.79
1 month Earnings	±22.8% ±$1.71	$5.82 – $9.25	$5.41 – $9.66	$3.93 – $11.14

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AMPX reports in 4 sessions; only the horizons marked Earnings include its jump. 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

±15.53%

Average actual move

13.41%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2026	±15.73%	+8.42%	0.54×	—
May 07, 2026	±12.73%	-27.40%	2.15×	—
August 08, 2025	±18.13%	+4.40%	0.24×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →