NVMI Moves

Nova Ltd NVMI 280.3 -15.05 -5.1%

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 · $280.13

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.1% ±$8.65	$271.47 – $288.78	$269.73 – $290.52	$261.55 – $298.70
2 sessions	±4.3% ±$12.04	$268.08 – $292.17	$265.53 – $294.72	$254.19 – $306.07
3 sessions	±5.4% ±$15.15	$264.97 – $295.28	$262.06 – $298.20	$247.86 – $312.40
1 week	±6.9% ±$19.27	$260.85 – $299.40	$256.57 – $303.69	$239.09 – $321.17
2 weeks	±9.7% ±$27.03	$253.09 – $307.16	$246.68 – $313.57	$222.45 – $337.81
3 weeks	±11.6% ±$32.35	$247.77 – $312.48	$239.90 – $320.35	$211.72 – $348.53
1 month	±13.4% ±$37.48	$242.65 – $317.61	$233.35 – $326.91	$200.65 – $359.60

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

±9.84%

Average actual move

7.22%

Beyond the implied move

2 / 4

Median IV change

-37.37%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 14, 2026	±9.18%	+10.42%	1.13×	—
August 07, 2025	±10.34%	+1.89%	0.18×	81.8% → 51.3%
May 08, 2025	±10.41%	-6.96%	0.67×	—
February 13, 2025	±9.43%	+9.60%	1.02×	—

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