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Ormat Technologies ORA 91.9 -1.08 -1.16%

Previous-day view · Fri Nov 6 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 06, 2026 close · $91.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.84 $90.06 – $93.74 $89.69 – $94.11 $87.96 – $95.84
2 sessions ±2.8% ±$2.55 $89.35 – $94.45 $88.80 – $95.00 $86.39 – $97.41
3 sessions ±3.5% ±$3.22 $88.68 – $95.12 $88.06 – $95.74 $85.04 – $98.76
1 week ±4.5% ±$4.09 $87.81 – $95.99 $86.90 – $96.90 $83.19 – $100.61
2 weeks ±6.3% ±$5.74 $86.16 – $97.64 $84.80 – $99.00 $79.65 – $104.15
3 weeks ±7.3% ±$6.69 $85.21 – $98.59 $83.58 – $100.22 $77.76 – $106.04
1 month ±8.3% ±$7.67 $84.23 – $99.57 $82.32 – $101.48 $75.63 – $108.17
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
±6.58%
Average actual move
3.89%
Beyond the implied move
0 / 3
Median IV change
-16.67%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.81% +6.67% 0.98× —
August 07, 2025 ±5.81% +2.50% 0.43× —
May 08, 2025 ±7.12% +2.49% 0.35× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →