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Cerence Inc CRNC 8.7 0.09 1.05%

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 CRNC.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±20.28%
Average actual move
8.28%
Beyond the implied move
0 / 3
Median IV change
-37.92%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±21.35% -6.36% 0.30× —
August 07, 2025 ±19.23% +6.29% 0.33× 147.6% → 91.6%
May 08, 2025 ±20.25% -12.20% 0.60× 160.8% → 99.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →