ENS Moves

EnerSys ENS 151.63 4.61 3.14%

Previous-day view · Mon Nov 9 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 09, 2026 close · $151.63

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$2.77	$148.86 – $154.40	$148.29 – $154.97	$145.69 – $157.57
2 sessions	±2.5% ±$3.85	$147.78 – $155.48	$146.96 – $156.30	$143.31 – $159.95
3 sessions Earnings	±9.5% ±$14.44	$137.19 – $166.07	$133.86 – $169.40	$120.64 – $182.62
1 week Earnings	±10.0% ±$15.19	$136.44 – $166.82	$132.77 – $170.49	$119.70 – $183.56
2 weeks Earnings	±10.9% ±$16.54	$135.09 – $168.17	$131.19 – $172.07	$116.74 – $186.52
3 weeks Earnings	±11.7% ±$17.71	$133.92 – $169.34	$129.70 – $173.56	$114.39 – $188.87
1 month Earnings	±12.5% ±$18.98	$132.65 – $170.61	$128.07 – $175.19	$111.72 – $191.54

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ENS reports in 3 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

±7.19%

Average actual move

4.98%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±8.68%	+5.71%	0.66×	—
August 07, 2025	±6.91%	+3.16%	0.46×	—
November 07, 2024	±5.99%	-6.06%	1.01×	—

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