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Surgery Partners SGRY 26.73 0.28 1.06%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for SGRY.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.46%
Average actual move
1.52%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
August 10, 2026 ±14.49% +2.70% 0.19× —
August 05, 2025 ±8.44% -0.34% 0.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →