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Imax Corp IMAX 50.49 0.69 1.39%

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 · $50.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.81 $49.68 – $51.30 $49.52 – $51.46 $48.75 – $52.23
2 sessions Earnings ±8.9% ±$4.47 $46.02 – $54.96 $44.92 – $56.06 $40.80 – $60.18
3 sessions Earnings ±9.3% ±$4.72 $45.77 – $55.21 $44.68 – $56.30 $40.36 – $60.62
1 week Earnings ±9.8% ±$4.93 $45.56 – $55.42 $44.37 – $56.61 $40.13 – $60.85
2 weeks Earnings ±10.5% ±$5.29 $45.20 – $55.78 $43.96 – $57.02 $39.34 – $61.64
3 weeks Earnings ±11.1% ±$5.59 $44.90 – $56.08 $43.56 – $57.42 $38.73 – $62.25
1 month Earnings ±11.8% ±$5.93 $44.56 – $56.42 $43.12 – $57.86 $38.01 – $62.97
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. IMAX reports in 2 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
±6.70%
Average actual move
1.07%
Beyond the implied move
0 / 1
Median IV change
-19.08%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±6.70% -1.07% 0.16× 45.8% → 38.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →