Arm Holdings plc American Depositary ARM 166.72 -25.08 -13.08% Regime: Earnings Event (88%)
Expected move
November 05, 2026 close · $165.99| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±5.4% ±$8.91 | $157.08 – $174.90 | $155.28 – $176.70 | $146.85 – $185.13 |
| 2 sessions | ±6.8% ±$11.32 | $154.67 – $177.31 | $152.26 – $179.72 | $141.57 – $190.41 |
| 3 sessions | ±8.3% ±$13.78 | $152.21 – $179.77 | $149.56 – $182.42 | $136.66 – $195.32 |
| 1 week | ±10.2% ±$17.00 | $148.99 – $182.99 | $145.21 – $186.77 | $129.77 – $202.21 |
| 2 weeks | ±13.5% ±$22.46 | $143.53 – $188.45 | $138.20 – $193.78 | $118.05 – $213.93 |
| 3 weeks | ±15.5% ±$25.70 | $140.29 – $191.69 | $134.04 – $197.94 | $111.69 – $220.29 |
| 1 month | ±17.7% ±$29.43 | $136.56 – $195.42 | $129.26 – $202.72 | $103.59 – $228.39 |
Earnings: priced against what happened
Average implied move
±10.30%
Average actual move
8.46%
Beyond the implied move
2 / 7
Median IV change
-27.47%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 05, 2026 | ±9.92% | -13.08% | 1.32× | — |
| July 30, 2026 | ±11.45% | +7.40% | 0.65× | — |
| May 07, 2026 | ±13.98% | -10.11% | 0.72× | — |
| February 05, 2026 | ±9.41% | +5.70% | 0.61× | — |
| July 31, 2025 | ±8.40% | -13.44% | 1.60× | 66.9% → 53.0% |
| May 08, 2025 | ±8.58% | -6.18% | 0.72× | 71.1% → 51.5% |
| February 06, 2025 | ±10.35% | -3.34% | 0.32× | 78.4% → 50.1% |