SHOO Moves

Steven Madden Ltd SHOO 42.53 -0.31 -0.72%

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

November 10, 2026 close · $42.53

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$0.83	$41.70 – $43.36	$41.53 – $43.53	$40.74 – $44.32
2 sessions	±2.7% ±$1.16	$41.37 – $43.69	$41.13 – $43.93	$40.03 – $45.03
3 sessions	±3.4% ±$1.46	$41.07 – $43.99	$40.79 – $44.27	$39.43 – $45.63
1 week	±4.4% ±$1.85	$40.68 – $44.38	$40.26 – $44.80	$38.58 – $46.48
2 weeks	±6.1% ±$2.60	$39.93 – $45.13	$39.31 – $45.75	$36.98 – $48.08
3 weeks	±7.6% ±$3.22	$39.31 – $45.75	$38.53 – $46.53	$35.73 – $49.33
1 month	±9.0% ±$3.84	$38.69 – $46.37	$37.74 – $47.32	$34.40 – $50.66

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

±10.06%

Average actual move

16.34%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2025	±10.06%	+16.34%	1.62×	—

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