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Ouster OUST 33.48 -3.12 -8.52%

Previous-day view · Fri Nov 13 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 13, 2026 close · $33.33
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.4% ±$1.48 $31.85 – $34.81 $31.55 – $35.11 $30.15 – $36.51
2 sessions ±6.2% ±$2.06 $31.27 – $35.39 $30.83 – $35.83 $28.89 – $37.77
3 sessions ±7.8% ±$2.59 $30.74 – $35.92 $30.24 – $36.42 $27.81 – $38.85
1 week ±9.9% ±$3.30 $30.03 – $36.63 $29.30 – $37.36 $26.31 – $40.35
2 weeks ±13.2% ±$4.40 $28.93 – $37.73 $27.89 – $38.77 $23.95 – $42.71
3 weeks ±15.9% ±$5.30 $28.03 – $38.63 $26.74 – $39.92 $22.13 – $44.53
1 month ±18.4% ±$6.13 $27.20 – $39.46 $25.68 – $40.98 $20.33 – $46.33
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
±17.08%
Average actual move
14.94%
Beyond the implied move
2 / 6
Median IV change
-22.99%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±16.22% +15.73% 0.97× —
August 07, 2026 ±17.44% -4.78% 0.27× —
May 06, 2026 ±16.87% +2.78% 0.16× —
August 08, 2025 ±16.23% +11.69% 0.72× 142.7% → 99.6%
May 09, 2025 ±20.23% +22.77% 1.13× —
March 21, 2025 ±15.51% +31.86% 2.05× 117.5% → 98.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →