ISSC Moves

Innovative Solutions & Support ISSC 0.0 0.0 0.0%

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 · $24.74

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.0% ±$0.98	$23.76 – $25.72	$23.56 – $25.92	$22.64 – $26.84
2 sessions	±5.5% ±$1.36	$23.38 – $26.10	$23.09 – $26.39	$21.81 – $27.67
3 sessions	±6.9% ±$1.71	$23.03 – $26.45	$22.69 – $26.79	$21.09 – $28.39
1 week	±8.8% ±$2.18	$22.56 – $26.92	$22.08 – $27.40	$20.10 – $29.38
2 weeks	±12.4% ±$3.06	$21.68 – $27.80	$20.96 – $28.52	$18.22 – $31.26
3 weeks	±15.3% ±$3.79	$20.95 – $28.53	$20.03 – $29.45	$16.74 – $32.74
1 month	±18.2% ±$4.51	$20.23 – $29.25	$19.11 – $30.37	$15.18 – $34.30

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

±15.30%

Average actual move

15.44%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 14, 2026	±15.30%	-15.44%	1.01×	—

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