SDRL Moves

Seadrill Limited SDRL 41.12 -2.2 -5.08%

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Expected move

November 05, 2026 close · $41.12

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$0.97	$40.15 – $42.09	$39.96 – $42.28	$39.05 – $43.19
2 sessions	±3.3% ±$1.34	$39.78 – $42.46	$39.49 – $42.75	$38.23 – $44.01
3 sessions	±4.1% ±$1.69	$39.43 – $42.81	$39.10 – $43.14	$37.52 – $44.72
1 week	±5.2% ±$2.15	$38.97 – $43.27	$38.49 – $43.75	$36.54 – $45.70
2 weeks	±7.3% ±$3.02	$38.10 – $44.14	$37.39 – $44.85	$34.68 – $47.56
3 weeks	±9.1% ±$3.73	$37.39 – $44.85	$36.47 – $45.77	$33.22 – $49.02
1 month	±10.8% ±$4.45	$36.67 – $45.57	$35.56 – $46.68	$31.69 – $50.55

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

±7.63%

Average actual move

2.47%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 12, 2025	±7.63%	+2.47%	0.32×	—

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