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StandardAero SARO 27.63 2.33 9.21%

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Expected move

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.98%
Average actual move
8.52%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
March 11, 2025 ±9.98% +8.52% 0.85× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →