COMP Moves

Compass COMP 9.22 -0.82 -8.17%

Previous-day view · Thu Nov 5 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

November 05, 2026 close · $9.22

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±14.4% ±$1.33	$7.89 – $10.55	$7.55 – $10.89	$6.32 – $12.12
2 sessions Earnings	±15.3% ±$1.42	$7.80 – $10.64	$7.46 – $10.98	$6.15 – $12.29
3 sessions Earnings	±16.2% ±$1.49	$7.73 – $10.71	$7.39 – $11.05	$6.02 – $12.42
1 week Earnings	±16.8% ±$1.55	$7.67 – $10.77	$7.30 – $11.14	$5.97 – $12.47
2 weeks Earnings	±17.8% ±$1.64	$7.58 – $10.86	$7.19 – $11.25	$5.76 – $12.68
3 weeks Earnings	±18.7% ±$1.72	$7.50 – $10.94	$7.09 – $11.35	$5.60 – $12.84
1 month Earnings	±19.6% ±$1.81	$7.41 – $11.03	$6.97 – $11.47	$5.41 – $13.03

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. COMP reports in 1 session; 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

±13.87%

Average actual move

24.91%

Beyond the implied move

3 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±15.15%	+27.27%	1.80×	—
May 09, 2025	±14.55%	-19.15%	1.32×	—
February 19, 2025	±11.90%	+28.32%	2.38×	—

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