HSAI Moves

Hesai Group American Depositary Share HSAI 12.84 -0.24 -1.83%

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 · $12.59

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.7% ±$0.34	$12.25 – $12.93	$12.18 – $13.00	$11.86 – $13.32
2 sessions	±3.8% ±$0.47	$12.12 – $13.06	$12.01 – $13.17	$11.57 – $13.61
3 sessions Earnings	±14.3% ±$1.79	$10.80 – $14.38	$10.38 – $14.80	$8.74 – $16.44
1 week Earnings	±15.0% ±$1.89	$10.70 – $14.48	$10.25 – $14.93	$8.63 – $16.55
2 weeks Earnings	±16.3% ±$2.05	$10.54 – $14.64	$10.06 – $15.12	$8.27 – $16.91
3 weeks Earnings	±17.4% ±$2.19	$10.40 – $14.78	$9.88 – $15.30	$7.98 – $17.20
1 month Earnings	±18.6% ±$2.35	$10.24 – $14.94	$9.68 – $15.50	$7.65 – $17.53

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. HSAI reports in 3 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

±9.27%

Average actual move

7.52%

Beyond the implied move

1 / 2

Median IV change

-16.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 18, 2026	±13.28%	-5.31%	0.40×	81.3% → 68.2%
August 15, 2025	±5.25%	+9.73%	1.85×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →