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Alpha and Omega Semiconductor Limited AOSL 21.25 -1.73 -7.53%

Previous-day view · Mon Nov 2 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

No chain in the last ten days can size a move for AOSL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±17.79%
Average actual move
10.97%
Beyond the implied move
1 / 3
Median IV change
-42.86%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±20.37% -24.10% 1.18× —
August 07, 2025 ±15.94% -5.76% 0.36× 125.0% → 67.4%
May 08, 2025 ±17.07% +3.04% 0.18× 136.4% → 82.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →