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Embraer S ERJ 64.48 -0.74 -1.13%

Previous-day view · Tue Nov 10 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 ERJ.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±7.78%
Average actual move
1.94%
Beyond the implied move
0 / 5
Median IV change
-20.94%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±8.35% -1.11% 0.13× 56.2% → 45.1%
May 06, 2025 ±8.64% -0.24% 0.03× 59.7% → 43.8%
November 08, 2024 ±6.68% +6.40% 0.96× 56.2% → 44.4%
May 07, 2024 ±7.66% -1.88% 0.25× 54.1% → 40.0%
November 06, 2023 ±7.59% +0.07% 0.01× 48.2% → 36.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →