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Transcat Inc TRNS 89.52 1.6 1.82%

Previous-day view · Tue Nov 3 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 03, 2026 close · $90.26
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±8.3% ±$7.53 $82.73 – $97.79 $80.83 – $99.70 $73.86 – $106.66
2 sessions Earnings ±8.9% ±$8.04 $82.23 – $98.30 $80.26 – $100.26 $72.85 – $107.67
3 sessions Earnings ±9.4% ±$8.50 $81.77 – $98.76 $79.81 – $100.72 $72.04 – $108.49
1 week Earnings ±9.8% ±$8.88 $81.38 – $99.14 $79.23 – $101.29 $71.59 – $108.94
2 weeks Earnings ±10.6% ±$9.58 $80.69 – $99.84 $78.44 – $102.09 $70.07 – $110.45
3 weeks Earnings ±11.3% ±$10.18 $80.09 – $100.44 $77.67 – $102.85 $68.89 – $111.64
1 month Earnings ±12.0% ±$10.83 $79.44 – $101.09 $76.83 – $103.69 $67.52 – $113.01
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TRNS reports in 1 session; 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
±11.17%
Average actual move
2.68%
Beyond the implied move
0 / 1
Median IV change
-53.49%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±11.17% +2.68% 0.24× 86.3% → 40.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →