ENS Moves

EnerSys ENS 142.58 -13.42 -8.6%

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 · $142.58

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$2.69	$139.89 – $145.27	$139.34 – $145.82	$136.79 – $148.37
2 sessions	±2.6% ±$3.75	$138.83 – $146.33	$138.03 – $147.13	$134.48 – $150.68
3 sessions	±3.3% ±$4.73	$137.85 – $147.31	$136.93 – $148.23	$132.51 – $152.65
1 week Earnings	±10.4% ±$14.86	$127.72 – $157.44	$124.14 – $161.02	$111.37 – $173.79
2 weeks Earnings	±11.3% ±$16.17	$126.41 – $158.75	$122.60 – $162.56	$108.50 – $176.66
3 weeks Earnings	±12.1% ±$17.29	$125.29 – $159.87	$121.16 – $164.00	$106.22 – $178.94
1 month Earnings	±13.0% ±$18.52	$124.06 – $161.10	$119.58 – $165.58	$103.63 – $181.53

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ENS reports in 5 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

±7.19%

Average actual move

4.98%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±8.68%	+5.71%	0.66×	—
August 07, 2025	±6.91%	+3.16%	0.46×	—
November 07, 2024	±5.99%	-6.06%	1.01×	—

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