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Sensata Technologies Holding plc ST 39.31 0.79 2.05%

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

No chain in the last ten days can size a move for ST.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.85%
Average actual move
9.46%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±7.12% +6.06% 0.85× —
May 09, 2025 ±7.90% +13.76% 1.74× —
February 12, 2025 ±8.53% +8.57% 1.00× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →