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Ericsson American Depositary Shares ERIC 10.44 -0.62 -5.61%

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 · $10.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.19 $10.28 – $10.65 $10.25 – $10.68 $10.07 – $10.86
2 sessions ±2.4% ±$0.26 $10.21 – $10.72 $10.16 – $10.77 $9.91 – $11.02
3 sessions ±3.1% ±$0.32 $10.14 – $10.79 $10.08 – $10.85 $9.78 – $11.15
1 week ±3.9% ±$0.40 $10.06 – $10.87 $9.97 – $10.96 $9.60 – $11.33
2 weeks ±5.5% ±$0.57 $9.89 – $11.04 $9.76 – $11.17 $9.24 – $11.69
3 weeks ±6.4% ±$0.68 $9.79 – $11.14 $9.63 – $11.30 $9.04 – $11.89
1 month ±7.3% ±$0.77 $9.70 – $11.23 $9.51 – $11.42 $8.84 – $12.09
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
±8.34%
Average actual move
13.44%
Beyond the implied move
4 / 4
Reaction session Implied Actual Used ATM IV before → after
October 15, 2026 ±9.13% +11.80% 1.29× —
July 14, 2026 ±8.32% -13.48% 1.62× —
October 14, 2025 ±8.26% +20.56% 2.49× —
July 15, 2025 ±7.65% -7.91% 1.03× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →