Navitas Semiconductor Corporation Common Stock NVTS 8.61 0.75 9.54%
Expected move
November 06, 2026 close · $8.60| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±4.6% ±$0.40 | $8.21 – $9.00 | $8.13 – $9.08 | $7.75 – $9.45 |
| 2 sessions | ±6.4% ±$0.55 | $8.05 – $9.15 | $7.94 – $9.27 | $7.42 – $9.79 |
| 3 sessions | ±8.0% ±$0.69 | $7.91 – $9.29 | $7.78 – $9.43 | $7.13 – $10.07 |
| 1 week | ±10.2% ±$0.88 | $7.72 – $9.48 | $7.53 – $9.68 | $6.73 – $10.47 |
| 2 weeks | ±14.4% ±$1.24 | $7.36 – $9.84 | $7.07 – $10.13 | $5.96 – $11.24 |
| 3 weeks | ±17.4% ±$1.49 | $7.11 – $10.09 | $6.75 – $10.46 | $5.45 – $11.76 |
| 1 month | ±19.4% ±$1.67 | $6.93 – $10.27 | $6.51 – $10.69 | $5.06 – $12.15 |
Earnings: priced against what happened
Average implied move
±15.19%
Average actual move
12.35%
Beyond the implied move
1 / 5
Median IV change
-20.47%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 04, 2026 | ±12.85% | +9.00% | 0.70× | — |
| July 28, 2026 | ±17.05% | -12.27% | 0.72× | 155.9% → 124.6% |
| May 06, 2026 | ±15.90% | -4.96% | 0.31× | — |
| February 25, 2026 | ±13.98% | +19.61% | 1.40× | — |
| August 05, 2025 | ±16.15% | -15.90% | 0.98× | 141.6% → 112.0% |