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Saia SAIA 335.17 -26.55 -7.34%

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

November 05, 2026 close · $335.17
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$7.51 $327.66 – $342.68 $326.15 – $344.19 $319.08 – $351.26
2 sessions ±3.1% ±$10.42 $324.75 – $345.59 $322.53 – $347.81 $312.68 – $357.66
3 sessions ±3.9% ±$13.14 $322.03 – $348.31 $319.52 – $350.82 $307.22 – $363.12
1 week ±5.0% ±$16.69 $318.48 – $351.86 $314.76 – $355.58 $299.61 – $370.73
2 weeks ±7.0% ±$23.43 $311.74 – $358.60 $306.21 – $364.13 $285.20 – $385.14
3 weeks ±8.4% ±$28.12 $307.05 – $363.29 $300.21 – $370.13 $275.74 – $394.60
1 month ±9.7% ±$32.65 $302.52 – $367.82 $294.41 – $375.93 $265.96 – $404.38
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
±12.18%
Average actual move
6.83%
Beyond the implied move
0 / 1
Median IV change
-0.45%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±12.18% -6.83% 0.56× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →