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Exact Sciences EXAS 104.91 0.99 0.95%

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 EXAS.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±12.09%
Average actual move
10.59%
Beyond the implied move
1 / 4
Median IV change
-31.05%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±12.20% -7.99% 0.66× —
February 20, 2025 ±10.99% -1.92% 0.17× 64.1% → 44.6%
November 06, 2024 ±13.56% -23.48% 1.73× —
May 09, 2024 ±11.60% -8.96% 0.77× 91.8% → 63.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →