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Staar Surgical Co STAA 26.72 -0.45 -1.66%

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

No chain in the last ten days can size a move for STAA.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.57%
Average actual move
11.34%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
May 14, 2026 ±6.38% +8.88% 1.39× —
May 08, 2025 ±16.46% +0.46% 0.03× —
February 12, 2025 ±11.88% -24.68% 2.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →