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Inspire Medical Systems INSP 63.98 -2.55 -3.83%

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

November 06, 2026 close · $63.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$1.75 $62.23 – $65.73 $61.88 – $66.08 $60.23 – $67.73
2 sessions ±3.8% ±$2.43 $61.55 – $66.41 $61.03 – $66.93 $58.74 – $69.22
3 sessions ±4.8% ±$3.06 $60.92 – $67.04 $60.33 – $67.63 $57.46 – $70.50
1 week ±6.1% ±$3.89 $60.09 – $67.87 $59.22 – $68.74 $55.69 – $72.27
2 weeks ±8.5% ±$5.46 $58.52 – $69.44 $57.22 – $70.74 $52.33 – $75.63
3 weeks ±10.6% ±$6.76 $57.22 – $70.74 $55.57 – $72.39 $49.69 – $78.27
1 month ±12.6% ±$8.06 $55.92 – $72.04 $53.92 – $74.04 $46.90 – $81.06
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
±15.15%
Average actual move
12.11%
Beyond the implied move
1 / 5
Median IV change
-40.03%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±20.70% -12.02% 0.58× —
February 12, 2026 ±15.25% -12.55% 0.82× —
August 05, 2025 ±14.70% -32.35% 2.20× —
May 06, 2025 ±13.26% +1.98% 0.15× 94.9% → 61.0%
February 11, 2025 ±11.85% +1.66% 0.14× 85.4% → 47.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →