ADS-TEC Energy PLC (ADSE) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
ADS-TEC Energy PLC (ADSE) operates in the Industrials sector, specifically the Electrical Equipment & Parts industry, with a market capitalization near $680.6M, listed on NASDAQ, employing roughly 302 people, carrying a beta of 0.36 to the broader market. ADS-TEC Energy PLC, a B2B technology company, develops, manufactures, and services intelligent battery buffered energy systems. Led by Thomas Gerhart Speidel, public since 2021-03-10.
Snapshot as of May 15, 2026.
- Spot Price
- $11.90
- Expected Move
- 61.3%
- Implied High
- $19.20
- Implied Low
- $4.60
- Front DTE
- 34 days
As of May 15, 2026, ADS-TEC Energy PLC (ADSE) has an expected move of 61.32%, a one-standard-deviation implied price range of roughly $4.60 to $19.20 from the current $11.90. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
ADSE Strategy Sizing to the Expected Move
With ADS-TEC Energy PLC pricing an expected move of 61.32% from $11.90, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for ADSE derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $11.90 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 213.9% | 65.3% | $19.67 | $4.13 |
| Jul 17, 2026 | 63 | 134.3% | 55.8% | $18.54 | $5.26 |
| Aug 21, 2026 | 98 | 190.9% | 98.9% | $23.67 | $0.13 |
| Nov 20, 2026 | 189 | 87.4% | 62.9% | $19.38 | $4.42 |
Frequently asked ADSE expected move questions
- What is the current ADSE expected move?
- As of May 15, 2026, ADS-TEC Energy PLC (ADSE) has an expected move of 61.32% over the next 34 days, implying a one-standard-deviation price range of $4.60 to $19.20 from the current $11.90. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the ADSE expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is ADSE expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.