OSIS Moves

OSI Systems Inc OSIS 191.61 -11.31 -5.57%

Previous-day view · Thu Nov 5 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 05, 2026 close · $191.61

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$3.07	$188.54 – $194.68	$187.93 – $195.29	$185.04 – $198.18
2 sessions	±2.2% ±$4.25	$187.36 – $195.86	$186.46 – $196.76	$182.43 – $200.79
3 sessions	±2.8% ±$5.37	$186.24 – $196.98	$185.21 – $198.01	$180.19 – $203.03
1 week	±3.5% ±$6.80	$184.81 – $198.41	$183.27 – $199.95	$177.11 – $206.11
2 weeks	±5.0% ±$9.56	$182.05 – $201.17	$179.79 – $203.43	$171.22 – $212.00
3 weeks	±6.2% ±$11.84	$179.77 – $203.45	$176.89 – $206.33	$166.59 – $216.63
1 month	±7.4% ±$14.10	$177.51 – $205.71	$174.00 – $209.22	$161.72 – $221.50

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

±8.71%

Average actual move

11.11%

Beyond the implied move

1 / 2

Median IV change

-29.77%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 21, 2026	±8.18%	-5.21%	0.64×	—
May 05, 2026	±9.24%	-17.01%	1.84×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →