After hours
⌘K
Sign in Sign up

SailPoint SAIL 18.39 -1.33 -6.74%

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

No chain in the last ten days can size a move for SAIL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±15.48%
Average actual move
8.76%
Beyond the implied move
1 / 4
Median IV change
-46.87%
Reaction session Implied Actual Used ATM IV before → after
September 09, 2026 ±15.60% -1.18% 0.08× 117.4% → 60.1%
June 09, 2026 ±16.96% -11.48% 0.68× —
September 09, 2025 ±15.74% -7.73% 0.49× 113.4% → 62.5%
June 11, 2025 ±13.61% +14.66% 1.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →