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ADVANCED DRAINAGE SYSTEMS WMS 144.07 8.07 5.93%

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 · $144.07
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±7.5% ±$10.88 $133.19 – $154.95 $130.46 – $157.68 $120.37 – $167.77
2 sessions Earnings ±8.0% ±$11.57 $132.50 – $155.64 $129.66 – $158.48 $118.99 – $169.15
3 sessions Earnings ±8.5% ±$12.20 $131.87 – $156.27 $129.06 – $159.08 $117.89 – $170.25
1 week Earnings ±8.8% ±$12.71 $131.36 – $156.78 $128.29 – $159.85 $117.36 – $170.78
2 weeks Earnings ±9.4% ±$13.56 $130.51 – $157.63 $127.31 – $160.83 $115.47 – $172.67
3 weeks Earnings ±9.9% ±$14.31 $129.76 – $158.38 $126.36 – $161.78 $114.02 – $174.12
1 month Earnings ±10.5% ±$15.11 $128.96 – $159.18 $125.31 – $162.83 $112.29 – $175.85
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. WMS 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
±8.72%
Average actual move
11.66%
Beyond the implied move
2 / 3
Median IV change
-30.03%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±9.66% +17.22% 1.78× —
May 15, 2025 ±7.66% -3.40% 0.44× —
November 08, 2024 ±8.84% -14.36% 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 →