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indie Semiconductor INDI 1.81 0.46 33.58%

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 INDI.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±17.00%
Average actual move
7.42%
Beyond the implied move
0 / 3
Median IV change
-29.19%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±16.70% -4.23% 0.25× —
August 08, 2025 ±17.67% +5.24% 0.30× 143.5% → 101.6%
February 21, 2025 ±16.62% -12.79% 0.77× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →