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nLIGHT LASR 44.48 0.48 1.09%

Previous-day view · Wed Nov 11 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 11, 2026 close · $44.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$1.34 $43.16 – $45.84 $42.88 – $46.12 $41.61 – $47.39
2 sessions ±4.2% ±$1.87 $42.63 – $46.37 $42.23 – $46.77 $40.46 – $48.54
3 sessions ±5.3% ±$2.35 $42.15 – $46.85 $41.69 – $47.31 $39.48 – $49.52
1 week ±6.7% ±$2.99 $41.51 – $47.49 $40.84 – $48.16 $38.12 – $50.88
2 weeks ±9.2% ±$4.11 $40.39 – $48.61 $39.41 – $49.59 $35.72 – $53.28
3 weeks ±11.4% ±$5.10 $39.40 – $49.60 $38.17 – $50.83 $33.74 – $55.26
1 month ±13.5% ±$6.03 $38.47 – $50.53 $36.98 – $52.02 $31.72 – $57.28
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
±17.30%
Average actual move
22.27%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
November 06, 2026 ±16.79% +29.58% 1.76× —
August 07, 2026 ±15.77% -25.56% 1.62× —
May 08, 2026 ±19.34% +11.66% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →