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EPAM SYSTEMS EPAM 137.36 -0.81 -0.59%

Previous-day view · Wed Nov 4 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 04, 2026 close · $134.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±9.8% ±$13.08 $120.92 – $147.08 $117.60 – $150.40 $105.48 – $162.52
2 sessions Earnings ±10.4% ±$14.00 $120.00 – $148.00 $116.58 – $151.42 $103.66 – $164.34
3 sessions Earnings ±11.1% ±$14.82 $119.18 – $148.82 $115.76 – $152.24 $102.20 – $165.80
1 week Earnings ±11.6% ±$15.56 $118.44 – $149.56 $114.68 – $153.32 $101.29 – $166.71
2 weeks Earnings ±12.6% ±$16.87 $117.13 – $150.87 $113.15 – $154.85 $98.42 – $169.58
3 weeks Earnings ±13.4% ±$18.01 $115.99 – $152.01 $111.70 – $156.30 $96.15 – $171.85
1 month Earnings ±14.4% ±$19.24 $114.76 – $153.24 $110.11 – $157.89 $93.53 – $174.47
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. EPAM reports in 1 session; 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
±10.44%
Average actual move
9.48%
Beyond the implied move
3 / 5
Median IV change
+5.60%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±11.55% -2.55% 0.22× —
August 07, 2025 ±11.00% +4.25% 0.39× —
May 08, 2025 ±11.37% +12.88% 1.13× —
February 20, 2025 ±8.47% -12.80% 1.51× 45.8% → 48.4%
November 07, 2024 ±9.82% +14.91% 1.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →