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Methode Electronics MEI 10.76 0.6 5.91%

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 MEI.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±16.07%
Average actual move
18.67%
Beyond the implied move
1 / 2
Median IV change
-33.17%
Reaction session Implied Actual Used ATM IV before → after
September 10, 2025 ±17.57% +12.16% 0.69× 132.1% → 88.3%
July 10, 2025 ±14.58% -25.17% 1.73× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →