ASML Holding NV ASML 1496.3 -55.84 -3.6% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $1487.05| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.3% ±$34.20 | $1452.85 – $1521.25 | $1446.01 – $1528.09 | $1413.74 – $1560.36 |
| 2 sessions | ±3.2% ±$47.44 | $1439.61 – $1534.49 | $1429.50 – $1544.60 | $1384.59 – $1589.51 |
| 3 sessions | ±3.9% ±$58.14 | $1428.91 – $1545.19 | $1417.60 – $1556.50 | $1363.18 – $1610.92 |
| 1 week | ±4.9% ±$72.27 | $1414.78 – $1559.32 | $1398.72 – $1575.38 | $1333.14 – $1640.96 |
| 2 weeks | ±6.6% ±$98.74 | $1388.31 – $1585.79 | $1364.81 – $1609.29 | $1276.34 – $1697.76 |
| 3 weeks | ±8.0% ±$118.37 | $1368.68 – $1605.42 | $1339.98 – $1634.12 | $1237.08 – $1737.02 |
| 1 month | ±9.5% ±$140.97 | $1346.08 – $1628.02 | $1311.13 – $1662.97 | $1188.30 – $1785.80 |
Earnings: priced against what happened
Average implied move
±6.63%
Average actual move
4.42%
Beyond the implied move
2 / 7
Median IV change
-14.53%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 14, 2026 | ±5.40% | -3.94% | 0.73× | — |
| July 15, 2026 | ±7.13% | +2.23% | 0.31× | 69.3% → 62.8% |
| April 15, 2026 | ±6.84% | -2.41% | 0.35× | — |
| October 15, 2025 | ±7.53% | +2.71% | 0.36× | — |
| July 16, 2025 | ±5.87% | -8.33% | 1.42× | 45.1% → 39.9% |
| April 16, 2025 | ±6.38% | -7.06% | 1.11× | 53.5% → 42.7% |
| January 29, 2025 | ±7.28% | +4.29% | 0.59× | 53.2% → 43.9% |