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ESCO Technologies ESE 239.86 -10.73 -4.28%

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 · $239.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$3.74 $236.12 – $243.60 $235.37 – $244.35 $231.85 – $247.87
2 sessions ±2.2% ±$5.20 $234.66 – $245.06 $233.55 – $246.17 $228.66 – $251.06
3 sessions ±2.7% ±$6.55 $233.31 – $246.41 $232.04 – $247.68 $225.92 – $253.80
1 week ±3.5% ±$8.32 $231.54 – $248.18 $229.69 – $250.03 $222.13 – $257.59
2 weeks ±4.9% ±$11.68 $228.18 – $251.54 $225.42 – $254.30 $214.96 – $264.76
3 weeks Earnings ±8.2% ±$19.62 $220.24 – $259.48 $215.56 – $264.16 $198.60 – $281.12
1 month Earnings ±9.1% ±$21.76 $218.10 – $261.62 $212.88 – $266.84 $194.14 – $285.58
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ESE reports in 12 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
±6.95%
Average actual move
5.35%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±7.35% -8.91% 1.21× —
August 08, 2025 ±6.56% +1.79% 0.27× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →