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Strive SATS 94.61 -0.4 -0.42%

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 · $94.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$2.67 $91.49 – $96.83 $90.95 – $97.37 $88.43 – $99.89
2 sessions ±4.0% ±$3.72 $90.44 – $97.88 $89.65 – $98.67 $86.14 – $102.18
3 sessions ±5.0% ±$4.68 $89.48 – $98.84 $88.58 – $99.74 $84.19 – $104.13
1 week ±6.3% ±$5.95 $88.21 – $100.11 $86.88 – $101.44 $81.49 – $106.83
2 weeks ±8.9% ±$8.35 $85.81 – $102.51 $83.83 – $104.49 $76.35 – $111.98
3 weeks ±11.0% ±$10.34 $83.82 – $104.50 $81.30 – $107.02 $72.31 – $116.01
1 month ±13.1% ±$12.32 $81.84 – $106.48 $78.78 – $109.54 $68.04 – $120.28
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
±11.17%
Average actual move
9.96%
Beyond the implied move
2 / 5
Median IV change
-29.01%
Reaction session Implied Actual Used ATM IV before → after
May 11, 2026 ±7.51% +1.57% 0.21× —
August 01, 2025 ±13.27% -17.37% 1.31× —
May 09, 2025 ±10.27% +1.43% 0.14× 86.6% → 53.4%
November 12, 2024 ±13.18% -12.90% 0.98× —
August 09, 2024 ±11.60% -16.53% 1.42× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →