Pre-market
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Electromed ELMD 24.96 -2.22 -8.17%

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 ELMD.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.67%
Average actual move
13.97%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±9.67% +13.97% 1.44× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →