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Teradyne TER 250.99 -18.36 -6.82%

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 · $250.99
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$8.73 $242.26 – $259.72 $240.50 – $261.48 $232.24 – $269.74
2 sessions ±4.8% ±$12.15 $238.84 – $263.14 $236.26 – $265.72 $224.79 – $277.19
3 sessions ±6.1% ±$15.29 $235.70 – $266.28 $232.74 – $269.24 $218.41 – $283.57
1 week ±7.8% ±$19.45 $231.54 – $270.44 $227.22 – $274.76 $209.55 – $292.43
2 weeks ±10.6% ±$26.68 $224.31 – $277.67 $217.98 – $284.00 $194.07 – $307.91
3 weeks ±13.0% ±$32.63 $218.36 – $283.62 $210.43 – $291.55 $182.04 – $319.94
1 month ±14.9% ±$37.50 $213.49 – $288.49 $204.16 – $297.82 $171.45 – $330.53
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
±12.49%
Average actual move
7.68%
Beyond the implied move
1 / 3
Median IV change
-21.35%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±10.80% -3.23% 0.30× 82.9% → 68.4%
July 29, 2026 ±14.77% -0.39% 0.03× —
April 29, 2026 ±11.89% -19.41% 1.63× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →