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nLIGHT LASR 29.34 -3.65 -11.06%

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 · $29.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±14.9% ±$4.36 $24.98 – $33.70 $23.88 – $34.80 $19.84 – $38.84
2 sessions Earnings ±15.8% ±$4.64 $24.70 – $33.98 $23.56 – $35.12 $19.27 – $39.41
3 sessions Earnings ±16.7% ±$4.90 $24.44 – $34.24 $23.31 – $35.37 $18.82 – $39.86
1 week Earnings ±17.4% ±$5.11 $24.23 – $34.45 $22.99 – $35.69 $18.59 – $40.09
2 weeks Earnings ±18.7% ±$5.47 $23.87 – $34.81 $22.57 – $36.11 $17.79 – $40.89
3 weeks Earnings ±19.7% ±$5.79 $23.55 – $35.13 $22.18 – $36.50 $17.17 – $41.51
1 month Earnings ±20.9% ±$6.13 $23.21 – $35.47 $21.73 – $36.95 $16.45 – $42.23
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LASR reports in 1 session; 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
±17.56%
Average actual move
18.61%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±15.77% -25.56% 1.62× —
May 08, 2026 ±19.34% +11.66% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →