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Sally Beauty Holdings SBH 20.54 1.05 5.39%

Previous-day view · Tue Nov 10 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 10, 2026 close · $20.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$0.46 $20.08 – $21.00 $19.99 – $21.09 $19.56 – $21.52
2 sessions ±3.1% ±$0.63 $19.91 – $21.17 $19.77 – $21.31 $19.17 – $21.91
3 sessions ±3.9% ±$0.80 $19.74 – $21.34 $19.59 – $21.49 $18.84 – $22.24
1 week ±4.9% ±$1.01 $19.53 – $21.55 $19.30 – $21.78 $18.38 – $22.70
2 weeks ±6.9% ±$1.42 $19.12 – $21.96 $18.78 – $22.30 $17.51 – $23.57
3 weeks ±8.6% ±$1.76 $18.78 – $22.30 $18.35 – $22.73 $16.82 – $24.26
1 month ±10.2% ±$2.10 $18.44 – $22.64 $17.92 – $23.16 $16.09 – $24.99
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
±12.04%
Average actual move
16.95%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±12.04% +16.95% 1.41× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →