DOX Moves

Amdocs Limited DOX 63.54 0.71 1.13%

Previous-day view · Mon Nov 2 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 02, 2026 close · $63.74

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$0.66	$63.08 – $64.40	$62.96 – $64.52	$62.34 – $65.14
2 sessions Earnings	±7.4% ±$4.72	$59.02 – $68.46	$57.87 – $69.61	$53.52 – $73.96
3 sessions Earnings	±7.8% ±$4.94	$58.80 – $68.68	$57.66 – $69.82	$53.14 – $74.34
1 week Earnings	±8.0% ±$5.09	$58.65 – $68.83	$57.42 – $70.06	$53.04 – $74.44
2 weeks Earnings	±8.3% ±$5.32	$58.42 – $69.06	$57.17 – $70.31	$52.53 – $74.95
3 weeks Earnings	±8.6% ±$5.51	$58.23 – $69.25	$56.93 – $70.55	$52.17 – $75.31
1 month Earnings	±9.0% ±$5.72	$58.02 – $69.46	$56.65 – $70.83	$51.72 – $75.76

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DOX 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

±5.16%

Average actual move

4.34%

Beyond the implied move

1 / 4

Reaction session	Implied	Actual	Used	ATM IV before → after
May 14, 2026	±6.72%	+3.34%	0.50×	—
August 07, 2025	±4.35%	+5.08%	1.17×	—
May 08, 2025	±4.20%	+3.59%	0.86×	—
November 13, 2024	±5.39%	-5.35%	0.99×	—

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