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SolarEdge Technologies SEDG 26.2 -3.82 -12.72%

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 · $26.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.4% ±$1.14 $25.11 – $27.40 $24.87 – $27.64 $23.79 – $28.72
2 sessions ±6.1% ±$1.60 $24.66 – $27.85 $24.32 – $28.19 $22.81 – $29.70
3 sessions ±7.7% ±$2.02 $24.24 – $28.27 $23.85 – $28.66 $21.97 – $30.54
1 week ±9.8% ±$2.55 $23.70 – $28.81 $23.13 – $29.38 $20.80 – $31.71
2 weeks ±13.0% ±$3.42 $22.84 – $29.67 $22.04 – $30.47 $18.98 – $33.53
3 weeks ±15.5% ±$4.07 $22.19 – $30.32 $21.20 – $31.31 $17.66 – $34.85
1 month ±17.5% ±$4.60 $21.66 – $30.85 $20.52 – $31.99 $16.51 – $36.00
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
±15.31%
Average actual move
13.45%
Beyond the implied move
2 / 6
Median IV change
-23.74%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±14.32% -8.70% 0.61× 110.4% → 89.1%
August 05, 2026 ±14.63% -30.48% 2.08× —
May 06, 2026 ±14.64% -9.03% 0.62× 122.3% → 90.0%
August 07, 2025 ±15.78% -5.31% 0.34× 131.2% → 101.7%
May 06, 2025 ±16.80% +11.22% 0.67× 147.2% → 110.5%
February 19, 2025 ±15.71% +15.95% 1.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →