Open
⌘K
Sign in Sign up

Samsara Inc IOT 42.81 1.7 4.14%

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 · $42.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.97 $41.79 – $43.73 $41.60 – $43.92 $40.69 – $44.83
2 sessions ±3.1% ±$1.34 $41.42 – $44.10 $41.14 – $44.38 $39.87 – $45.65
3 sessions ±4.0% ±$1.69 $41.07 – $44.45 $40.75 – $44.77 $39.16 – $46.36
1 week ±5.0% ±$2.15 $40.61 – $44.91 $40.13 – $45.39 $38.18 – $47.34
2 weeks ±7.0% ±$3.01 $39.75 – $45.77 $39.03 – $46.49 $36.33 – $49.19
3 weeks ±8.7% ±$3.73 $39.03 – $46.49 $38.12 – $47.40 $34.88 – $50.64
1 month Earnings ±16.2% ±$6.92 $35.84 – $49.68 $34.18 – $51.34 $28.22 – $57.30
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. IOT reports in 21 sessions; 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
±14.57%
Average actual move
7.94%
Beyond the implied move
1 / 6
Median IV change
-53.41%
Reaction session Implied Actual Used ATM IV before → after
September 04, 2026 ±12.77% +3.74% 0.29× —
June 05, 2026 ±16.61% -1.16% 0.07× —
September 05, 2025 ±13.67% +17.44% 1.28× —
June 06, 2025 ±12.12% -4.55% 0.38× 86.2% → 40.6%
March 07, 2025 ±18.03% -15.57% 0.86× —
December 06, 2024 ±14.24% -5.19% 0.36× 97.7% → 45.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →