Lattice Semiconductor Corp LSCC 107.25 1.33 1.26%
Expected move
November 04, 2026 close · $107.25| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.0% ±$3.26 | $103.99 – $110.51 | $103.34 – $111.16 | $100.25 – $114.25 |
| 2 sessions | ±4.2% ±$4.54 | $102.71 – $111.79 | $101.75 – $112.75 | $97.46 – $117.04 |
| 3 sessions | ±5.3% ±$5.72 | $101.53 – $112.97 | $100.43 – $114.07 | $95.08 – $119.42 |
| 1 week | ±6.8% ±$7.27 | $99.98 – $114.52 | $98.36 – $116.14 | $91.77 – $122.73 |
| 2 weeks | ±9.5% ±$10.20 | $97.05 – $117.45 | $94.64 – $119.86 | $85.49 – $129.01 |
| 3 weeks | ±11.6% ±$12.45 | $94.80 – $119.70 | $91.76 – $122.74 | $80.93 – $133.57 |
| 1 month | ±13.6% ±$14.59 | $92.66 – $121.84 | $89.04 – $125.46 | $76.32 – $138.18 |
Earnings: priced against what happened
Average implied move
±14.49%
Average actual move
8.69%
Beyond the implied move
1 / 4
Median IV change
-45.30%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| May 05, 2026 | ±18.71% | -2.63% | 0.14× | — |
| August 05, 2025 | ±13.08% | +15.21% | 1.16× | — |
| May 06, 2025 | ±13.20% | -9.28% | 0.70× | — |
| February 11, 2025 | ±12.94% | +7.66% | 0.59× | 92.9% → 50.8% |