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MACOM Technology Solutions Holdings MTSI 233.13 -2.36 -1.0%

Previous-day view · Wed Nov 4 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 04, 2026 close · $234.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±9.9% ±$23.26 $211.64 – $258.16 $205.75 – $264.05 $184.19 – $285.61
2 sessions Earnings ±10.8% ±$25.46 $209.44 – $260.36 $203.21 – $266.59 $179.75 – $290.05
3 sessions Earnings ±11.7% ±$27.51 $207.39 – $262.41 $201.05 – $268.75 $175.92 – $293.88
1 week Earnings ±12.7% ±$29.86 $205.04 – $264.76 $197.83 – $271.97 $172.16 – $297.64
2 weeks Earnings ±14.6% ±$34.37 $200.53 – $269.27 $192.45 – $277.35 $162.43 – $307.37
3 weeks Earnings ±16.2% ±$38.15 $196.75 – $273.05 $187.66 – $282.14 $154.71 – $315.09
1 month Earnings ±17.9% ±$42.14 $192.76 – $277.04 $182.61 – $287.19 $146.30 – $323.50
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MTSI reports in 1 session; only the horizons marked Earnings include its jump. 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
±10.95%
Average actual move
11.14%
Beyond the implied move
1 / 3
Median IV change
-30.67%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±16.33% +11.19% 0.68× —
August 07, 2025 ±8.16% -8.11% 0.99× —
November 07, 2024 ±8.37% +14.12% 1.69× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →