NGS Moves

Natural Gas Services Group NGS 26.68 -2.27 -7.84%

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Expected move

November 05, 2026 close · $26.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$0.51	$26.41 – $27.43	$26.31 – $27.53	$25.82 – $28.02
2 sessions	±2.6% ±$0.71	$26.21 – $27.63	$26.06 – $27.78	$25.39 – $28.45
3 sessions	±3.3% ±$0.89	$26.03 – $27.81	$25.85 – $27.99	$25.02 – $28.82
1 week	±4.2% ±$1.14	$25.78 – $28.06	$25.53 – $28.31	$24.50 – $29.34
2 weeks	±5.9% ±$1.59	$25.33 – $28.51	$24.95 – $28.89	$23.52 – $30.32
3 weeks	±7.3% ±$1.98	$24.94 – $28.90	$24.46 – $29.38	$22.75 – $31.09
1 month	±8.7% ±$2.35	$24.57 – $29.27	$23.98 – $29.86	$21.93 – $31.91

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

±6.90%

Average actual move

1.30%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 12, 2025	±6.90%	-1.30%	0.19×	—

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