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Insperity NSP 49.82 -1.0 -1.97%

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Expected move

No chain in the last ten days can size a move for NSP.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.63%
Average actual move
16.21%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 10, 2025 ±10.63% +16.21% 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 →