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Napco Security Technologies NSSC 31.34 -0.09 -0.29%

Previous-day view · Tue Nov 10 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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±10.81%
Average actual move
15.22%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
May 04, 2026 ±10.81% -15.22% 1.41× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →