XMTR Moves

Xometry XMTR 109.01 -4.51 -3.97%

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 · $109.41

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.9% ±$3.22	$106.19 – $112.63	$105.55 – $113.27	$102.51 – $116.31
2 sessions	±4.1% ±$4.47	$104.94 – $113.88	$103.98 – $114.84	$99.76 – $119.06
3 sessions	±5.2% ±$5.63	$103.78 – $115.04	$102.69 – $116.13	$97.42 – $121.40
1 week	±6.5% ±$7.16	$102.25 – $116.57	$100.66 – $118.16	$94.16 – $124.66
2 weeks	±9.2% ±$10.04	$99.37 – $119.45	$96.98 – $121.84	$87.98 – $130.84
3 weeks	±11.4% ±$12.44	$96.97 – $121.85	$93.94 – $124.88	$83.12 – $135.70
1 month	±13.5% ±$14.81	$94.60 – $124.22	$90.91 – $127.91	$77.99 – $140.83

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

±19.62%

Average actual move

25.25%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±19.33%	+39.18%	2.03×	—
May 06, 2025	±19.91%	+11.31%	0.57×	—

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