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Aspen Aerogels ASPN 5.72 -0.39 -6.38%

Previous-day view · Tue Nov 10 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 ASPN.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±15.26%
Average actual move
23.83%
Beyond the implied move
2 / 2
Reaction session Implied Actual Used ATM IV before → after
May 08, 2025 ±16.26% -24.25% 1.49× —
February 13, 2025 ±14.26% -23.40% 1.64× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →