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ON Semiconductor Corp ON 71.24 -1.36 -1.87%

Previous-day view · Wed Nov 4 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 04, 2026 close · $70.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$2.42 $68.07 – $72.91 $67.59 – $73.39 $65.30 – $75.68
2 sessions ±4.8% ±$3.36 $67.13 – $73.85 $66.42 – $74.56 $63.24 – $77.74
3 sessions ±5.7% ±$4.02 $66.47 – $74.51 $65.70 – $75.28 $61.93 – $79.05
1 week ±6.9% ±$4.88 $65.61 – $75.37 $64.53 – $76.45 $60.11 – $80.87
2 weeks ±9.0% ±$6.37 $64.12 – $76.86 $62.61 – $78.37 $56.90 – $84.08
3 weeks ±10.7% ±$7.54 $62.95 – $78.03 $61.11 – $79.87 $54.55 – $86.43
1 month ±12.6% ±$8.90 $61.59 – $79.39 $59.38 – $81.60 $51.61 – $89.37
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
±10.58%
Average actual move
5.76%
Beyond the implied move
1 / 7
Median IV change
-27.15%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±10.41% +3.55% 0.34× —
August 04, 2026 ±11.26% +0.47% 0.04× 101.5% → 80.8%
May 05, 2026 ±11.61% +0.62% 0.05× —
February 10, 2026 ±9.82% +3.50% 0.36× —
August 04, 2025 ±10.56% -15.58% 1.47× —
May 05, 2025 ±10.61% -8.35% 0.79× 78.0% → 56.8%
February 10, 2025 ±9.80% -8.21% 0.84× 68.6% → 44.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →