Open
⌘K
Sign in Sign up

Coherent Corp COHR 195.09 -12.4 -5.98%

Previous-day view · Wed Nov 4 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 04, 2026 close · $199.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±9.3% ±$18.55 $180.69 – $217.79 $175.99 – $222.49 $158.79 – $239.68
2 sessions Earnings ±10.3% ±$20.48 $178.76 – $219.72 $173.74 – $224.74 $154.85 – $243.63
3 sessions Earnings ±11.2% ±$22.29 $176.94 – $221.53 $171.80 – $226.67 $151.40 – $247.08
1 week Earnings ±12.3% ±$24.49 $174.75 – $223.73 $168.83 – $229.64 $147.78 – $250.70
2 weeks Earnings ±14.4% ±$28.71 $170.53 – $227.95 $163.77 – $234.70 $138.71 – $259.77
3 weeks Earnings ±16.2% ±$32.22 $167.02 – $231.46 $159.35 – $239.13 $131.52 – $266.96
1 month Earnings ±18.0% ±$35.86 $163.38 – $235.10 $154.73 – $243.75 $123.81 – $274.67
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. COHR 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
±11.23%
Average actual move
9.58%
Beyond the implied move
1 / 5
Median IV change
-35.94%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2026 ±10.73% -7.99% 0.74× —
May 07, 2026 ±11.66% -7.39% 0.63× —
August 14, 2025 ±10.48% -19.61% 1.87× —
May 08, 2025 ±10.20% +1.39% 0.14× 91.9% → 61.5%
February 06, 2025 ±13.10% +11.50% 0.88× 92.6% → 56.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →