ONTO Moves

Onto Innovation Inc ONTO 155.99 -28.83 -15.6%

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 · $156.70

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.6% ±$5.61	$151.09 – $162.31	$149.96 – $163.44	$144.67 – $168.73
2 sessions	±5.0% ±$7.80	$148.90 – $164.50	$147.24 – $166.16	$139.87 – $173.53
3 sessions Earnings	±13.0% ±$20.37	$136.33 – $177.07	$131.63 – $181.77	$112.98 – $200.42
1 week Earnings	±14.2% ±$22.30	$134.40 – $179.00	$129.01 – $184.39	$109.83 – $203.57
2 weeks Earnings	±16.6% ±$26.01	$130.69 – $182.71	$124.58 – $188.82	$101.87 – $211.53
3 weeks Earnings	±18.6% ±$29.08	$127.62 – $185.78	$120.69 – $192.71	$95.56 – $217.84
1 month Earnings	±20.6% ±$32.31	$124.39 – $189.01	$116.60 – $196.80	$88.75 – $224.65

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ONTO reports in 3 sessions; only the horizons marked Earnings include its jump. 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

±11.57%

Average actual move

12.19%

Beyond the implied move

1 / 4

Median IV change

-16.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±13.03%	-3.59%	0.28×	—
February 20, 2026	±10.65%	-3.96%	0.37×	—
August 08, 2025	±13.27%	+11.01%	0.83×	—
May 09, 2025	±9.31%	-30.21%	3.25×	—

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