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Enphase Energy ENPH 28.97 -2.58 -8.18%

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 · $28.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.1% ±$1.17 $27.54 – $29.87 $27.30 – $30.10 $26.20 – $31.21
2 sessions ±5.7% ±$1.63 $27.08 – $30.33 $26.74 – $30.67 $25.21 – $32.20
3 sessions ±7.1% ±$2.04 $26.66 – $30.74 $26.27 – $31.14 $24.36 – $33.05
1 week ±9.0% ±$2.60 $26.11 – $31.30 $25.53 – $31.88 $23.17 – $34.23
2 weeks ±11.7% ±$3.35 $25.36 – $32.05 $24.56 – $32.85 $21.56 – $35.85
3 weeks ±13.3% ±$3.81 $24.90 – $32.51 $23.98 – $33.43 $20.67 – $36.74
1 month ±16.0% ±$4.61 $24.10 – $33.31 $22.95 – $34.45 $18.94 – $38.47
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±13.06%
Average actual move
9.97%
Beyond the implied move
3 / 6
Median IV change
-33.02%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±11.78% -16.03% 1.36× —
July 29, 2026 ±13.23% -3.44% 0.26× —
April 29, 2026 ±14.84% -9.07% 0.61× —
July 23, 2025 ±12.27% -14.16% 1.15× 90.6% → 60.9%
April 23, 2025 ±12.59% -15.65% 1.24× —
February 05, 2025 ±13.66% -1.48% 0.11× 92.4% → 61.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →