KOPN Moves

Kopin Corp KOPN 3.04 0.28 10.36%

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Expected move

November 06, 2026 close · $3.04

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.8% ±$0.12	$2.93 – $3.16	$2.90 – $3.19	$2.79 – $3.30
2 sessions	±5.3% ±$0.17	$2.88 – $3.21	$2.85 – $3.24	$2.69 – $3.40
3 sessions Earnings	±15.5% ±$0.48	$2.57 – $3.52	$2.46 – $3.63	$2.03 – $4.06
1 week Earnings	±16.8% ±$0.52	$2.53 – $3.56	$2.41 – $3.68	$1.97 – $4.12
2 weeks Earnings	±19.1% ±$0.58	$2.46 – $3.63	$2.33 – $3.76	$1.82 – $4.27
3 weeks Earnings	±21.1% ±$0.65	$2.40 – $3.69	$2.25 – $3.84	$1.70 – $4.39
1 month Earnings	±23.1% ±$0.71	$2.34 – $3.75	$2.17 – $3.92	$1.56 – $4.53

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

±15.44%

Average actual move

23.52%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±15.44%	+23.52%	1.52×	—

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