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Somnigroup International Inc SGI 67.87 -1.94 -2.78%

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 · $67.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.22 $66.50 – $68.94 $66.25 – $69.19 $65.10 – $70.34
2 sessions Earnings ±9.1% ±$6.17 $61.55 – $73.89 $60.04 – $75.40 $54.35 – $81.10
3 sessions Earnings ±9.7% ±$6.54 $61.19 – $74.26 $59.68 – $75.77 $53.70 – $81.74
1 week Earnings ±10.1% ±$6.86 $60.86 – $74.58 $59.20 – $76.24 $53.30 – $82.14
2 weeks Earnings ±11.0% ±$7.44 $60.28 – $75.16 $58.52 – $76.92 $52.03 – $83.41
3 weeks Earnings ±11.7% ±$7.94 $59.78 – $75.66 $57.89 – $77.55 $51.02 – $84.42
1 month Earnings ±12.5% ±$8.49 $59.23 – $76.21 $57.18 – $78.26 $49.87 – $85.57
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SGI reports in 2 sessions; only the horizons marked Earnings include its jump. 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
±8.14%
Average actual move
3.47%
Beyond the implied move
0 / 4
Median IV change
-27.81%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±10.68% -10.11% 0.95× —
August 07, 2025 ±7.57% +0.43% 0.06× 58.9% → 33.7%
May 08, 2025 ±7.88% -0.97% 0.12× 62.6% → 45.2%
February 20, 2025 ±6.44% -2.35% 0.37× 35.4% → 27.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →