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ADVANCED DRAINAGE SYSTEMS WMS 135.43 -1.09 -0.8%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $135.43
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.95 $133.48 – $137.38 $133.09 – $137.77 $131.25 – $139.61
2 sessions ±2.0% ±$2.71 $132.72 – $138.14 $132.14 – $138.72 $129.58 – $141.28
3 sessions ±2.5% ±$3.41 $132.02 – $138.84 $131.35 – $139.51 $128.16 – $142.70
1 week Earnings ±8.4% ±$11.43 $124.00 – $146.86 $121.24 – $149.62 $111.42 – $159.44
2 weeks Earnings ±9.1% ±$12.31 $123.12 – $147.74 $120.22 – $150.64 $109.47 – $161.39
3 weeks Earnings ±9.7% ±$13.08 $122.35 – $148.51 $119.23 – $151.63 $107.92 – $162.94
1 month Earnings ±10.3% ±$13.92 $121.51 – $149.35 $118.15 – $152.71 $106.15 – $164.71
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WMS reports in 4 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
±8.72%
Average actual move
11.66%
Beyond the implied move
2 / 3
Median IV change
-30.03%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±9.66% +17.22% 1.78× —
May 15, 2025 ±7.66% -3.40% 0.44× —
November 08, 2024 ±8.84% -14.36% 1.63× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →