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Eos Energy Enterprises EOSE 1.74 -0.14 -7.45%

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 EOSE.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±17.17%
Average actual move
16.11%
Beyond the implied move
2 / 4
Median IV change
-19.70%
Reaction session Implied Actual Used ATM IV before → after
May 13, 2026 ±16.60% +2.22% 0.13× 141.4% → 123.8%
July 31, 2025 ±16.47% -3.72% 0.23× 137.2% → 100.1%
May 07, 2025 ±16.17% +32.34% 2.00× —
March 05, 2025 ±19.42% +26.14% 1.35× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →