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Atmus Filtration Technologies Inc ATMU 47.83 0.17 0.36%

Previous-day view · Tue Nov 3 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 ATMU.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±6.88%
Average actual move
5.50%
Beyond the implied move
0 / 3
Median IV change
-16.71%
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±6.60% +6.11% 0.93× —
February 21, 2025 ±6.25% -3.65% 0.58× 40.4% → 32.1%
November 08, 2024 ±7.78% +6.75% 0.87× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →