SAIC Moves

Science Applications International Corporation Common SAIC 146.3 -0.56 -0.38%

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Expected move

November 06, 2026 close · $146.30

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$3.13	$143.17 – $149.43	$142.54 – $150.06	$139.58 – $153.02
2 sessions	±3.0% ±$4.35	$141.95 – $150.65	$141.02 – $151.58	$136.92 – $155.68
3 sessions	±3.8% ±$5.49	$140.81 – $151.79	$139.76 – $152.84	$134.63 – $157.97
1 week	±4.8% ±$6.96	$139.34 – $153.26	$137.79 – $154.81	$131.47 – $161.13
2 weeks	±6.7% ±$9.77	$136.53 – $156.07	$134.22 – $158.38	$125.45 – $167.15
3 weeks	±8.3% ±$12.10	$134.20 – $158.40	$131.25 – $161.35	$120.73 – $171.87
1 month	±9.8% ±$14.41	$131.89 – $160.71	$128.31 – $164.29	$115.74 – $176.86

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SAIC reports in 18 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

±9.48%

Average actual move

7.15%

Beyond the implied move

0 / 1

Median IV change

-22.36%

Reaction session	Implied	Actual	Used	ATM IV before → after
March 17, 2025	±9.48%	+7.15%	0.75×	50.7% → 39.4%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →