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Leonardo DRS DRS 37.68 -1.96 -4.94%

Previous-day view · Fri Oct 30 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 DRS.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±8.09%
Average actual move
3.18%
Beyond the implied move
0 / 2
Median IV change
-8.75%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.81% -0.75% 0.09× —
February 20, 2025 ±7.36% +5.62% 0.76× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →