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Hologic Inc HOLX 76.01 0.36 0.48%

Previous-day view · Fri Nov 6 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 HOLX.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±7.23%
Average actual move
5.88%
Beyond the implied move
0 / 1
Median IV change
-31.68%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2024 ±7.23% -5.88% 0.81× 51.4% → 35.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →