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IBEX Limited Common Shares IBEX 49.52 6.52 15.16%

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 IBEX.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±15.84%
Average actual move
36.51%
Beyond the implied move
1 / 1
Median IV change
+6.72%
Reaction session Implied Actual Used ATM IV before → after
September 12, 2025 ±15.84% +36.51% 2.30× 136.5% → 145.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →