SDGR Moves

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Schrodinger SDGR 31.52 -0.89 -2.75%

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 · $31.52

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.7% ±$1.18	$30.34 – $32.70	$30.11 – $32.93	$29.00 – $34.04
2 sessions	±5.2% ±$1.63	$29.89 – $33.15	$29.54 – $33.50	$28.00 – $35.04
3 sessions	±6.5% ±$2.06	$29.46 – $33.58	$29.06 – $33.98	$27.14 – $35.90
1 week	±8.3% ±$2.62	$28.90 – $34.14	$28.32 – $34.72	$25.95 – $37.09
2 weeks	±11.1% ±$3.51	$28.01 – $35.03	$27.18 – $35.86	$24.03 – $39.01
3 weeks	±13.3% ±$4.19	$27.33 – $35.71	$26.31 – $36.73	$22.67 – $40.37
1 month	±15.5% ±$4.88	$26.64 – $36.40	$25.43 – $37.61	$21.18 – $41.86

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

±13.06%

Average actual move

0.10%

Beyond the implied move

0 / 1

Median IV change

-44.85%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2025	±13.06%	+0.10%	0.01×	99.9% → 55.1%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →