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Entegris Inc ENTG 124.75 -18.12 -12.68%

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 · $125.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.7% ±$5.89 $119.48 – $131.26 $118.29 – $132.45 $112.72 – $138.02
2 sessions ±6.5% ±$8.20 $117.17 – $133.57 $115.43 – $135.31 $107.69 – $143.05
3 sessions ±8.2% ±$10.32 $115.05 – $135.69 $113.05 – $137.69 $103.38 – $147.36
1 week ±10.5% ±$13.13 $112.24 – $138.50 $109.32 – $141.42 $97.41 – $153.33
2 weeks ±14.7% ±$18.42 $106.95 – $143.79 $102.59 – $148.15 $86.08 – $164.66
3 weeks ±16.6% ±$20.82 $104.55 – $146.19 $99.48 – $151.26 $81.38 – $169.36
1 month ±18.2% ±$22.77 $102.60 – $148.14 $96.95 – $153.79 $77.10 – $173.64
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
±12.56%
Average actual move
7.31%
Beyond the implied move
0 / 2
Median IV change
-26.06%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±14.71% +9.03% 0.61× —
May 07, 2025 ±10.42% -5.59% 0.54× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →