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Alarm ALRM 65.03 -2.0 -2.98%

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 ALRM.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±8.23%
Average actual move
1.05%
Beyond the implied move
0 / 5
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±8.35% +1.28% 0.15× —
February 20, 2026 ±7.25% +0.86% 0.12× —
August 08, 2025 ±8.33% +0.13% 0.02× —
May 09, 2025 ±8.23% +1.32% 0.16× —
February 21, 2025 ±9.00% -1.67% 0.19× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →