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Cogent Communications Holdings CCOI 4.44 0.09 2.07%

Previous-day view · Wed Nov 11 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 CCOI.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.19%
Average actual move
18.33%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
May 04, 2026 ±18.89% -29.32% 1.55× —
May 08, 2025 ±9.49% -7.35% 0.77× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →