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ESCO Technologies ESE 250.59 9.54 3.96%

Previous-day view · Tue Nov 3 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 03, 2026 close · $250.59
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$3.81 $246.78 – $254.40 $246.03 – $255.15 $242.42 – $258.76
2 sessions ±2.1% ±$5.29 $245.30 – $255.88 $244.17 – $257.01 $239.19 – $261.99
3 sessions ±2.7% ±$6.67 $243.92 – $257.26 $242.65 – $258.53 $236.41 – $264.77
1 week ±3.4% ±$8.47 $242.12 – $259.06 $240.24 – $260.94 $232.55 – $268.63
2 weeks ±4.7% ±$11.88 $238.71 – $262.47 $235.88 – $265.30 $225.23 – $275.95
3 weeks Earnings ±8.3% ±$20.72 $229.87 – $271.31 $224.93 – $276.25 $207.04 – $294.14
1 month Earnings ±9.1% ±$22.80 $227.79 – $273.39 $222.30 – $278.88 $202.65 – $298.53
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ESE reports in 13 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
±6.95%
Average actual move
5.35%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±7.35% -8.91% 1.21× —
August 08, 2025 ±6.56% +1.79% 0.27× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →