Open
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

SandRidge Energy SD 12.99 0.41 3.26%

Previous-day view · Wed Nov 11 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 11, 2026 close · $12.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.24 $12.74 – $13.22 $12.69 – $13.27 $12.47 – $13.49
2 sessions ±2.5% ±$0.33 $12.65 – $13.31 $12.58 – $13.38 $12.26 – $13.70
3 sessions ±3.2% ±$0.42 $12.56 – $13.40 $12.48 – $13.48 $12.09 – $13.87
1 week ±4.1% ±$0.53 $12.45 – $13.51 $12.33 – $13.63 $11.85 – $14.11
2 weeks ±5.3% ±$0.69 $12.29 – $13.67 $12.12 – $13.84 $11.50 – $14.46
3 weeks ±6.2% ±$0.80 $12.18 – $13.78 $11.98 – $13.98 $11.29 – $14.67
1 month ±7.0% ±$0.92 $12.06 – $13.90 $11.84 – $14.12 $11.04 – $14.92
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
±7.17%
Average actual move
6.53%
Beyond the implied move
0 / 1
Median IV change
-16.31%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±7.17% +6.53% 0.91× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →