SEI Moves

Solaris Energy Infrastructure SEI 50.55 -7.09 -12.3%

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Expected move

November 05, 2026 close · $51.29

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.9% ±$2.50	$48.79 – $53.79	$48.29 – $54.29	$45.93 – $56.65
2 sessions	±6.8% ±$3.48	$47.81 – $54.77	$47.08 – $55.50	$43.79 – $58.79
3 sessions	±8.5% ±$4.38	$46.91 – $55.67	$46.07 – $56.51	$41.97 – $60.61
1 week	±10.8% ±$5.56	$45.73 – $56.85	$44.48 – $58.10	$39.44 – $63.14
2 weeks	±15.2% ±$7.81	$43.48 – $59.10	$41.63 – $60.95	$34.63 – $67.95
3 weeks	±17.8% ±$9.12	$42.17 – $60.41	$39.95 – $62.63	$32.02 – $70.56
1 month	±20.1% ±$10.32	$40.97 – $61.61	$38.41 – $64.17	$29.41 – $73.17

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

±14.83%

Average actual move

22.56%

Beyond the implied move

1 / 1

Median IV change

-16.66%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 21, 2025	±14.83%	+22.56%	1.52×	99.9% → 94.5%

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