CEVA Moves

CEVA Inc CEVA 24.56 -3.46 -12.35%

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Expected move

November 05, 2026 close · $24.56

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.4% ±$0.84	$23.72 – $25.40	$23.55 – $25.57	$22.76 – $26.36
2 sessions Earnings	±13.4% ±$3.30	$21.26 – $27.86	$20.45 – $28.67	$17.40 – $31.72
3 sessions Earnings	±14.4% ±$3.54	$21.02 – $28.10	$20.20 – $28.92	$16.96 – $32.16
1 week Earnings	±15.5% ±$3.80	$20.76 – $28.36	$19.84 – $29.28	$16.57 – $32.55
2 weeks Earnings	±17.5% ±$4.29	$20.27 – $28.85	$19.26 – $29.86	$15.51 – $33.61
3 weeks Earnings	±19.2% ±$4.71	$19.85 – $29.27	$18.73 – $30.39	$14.67 – $34.45
1 month Earnings	±21.0% ±$5.15	$19.41 – $29.71	$18.17 – $30.95	$13.73 – $35.39

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CEVA reports in 2 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

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

Earnings: priced against what happened

Average implied move

±15.02%

Average actual move

11.92%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
August 10, 2026	±20.82%	-17.46%	0.84×	—
August 11, 2025	±13.24%	-1.80%	0.14×	—
November 07, 2024	±11.02%	+16.52%	1.50×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →